The download is a self extracting zip file. When the "What do you want to do with this file" screen appears, click on "OPEN". After the AdvantageSudokuSetup.exe file appears, double click it to run the intallation program. Click on "YES" in response to the "Do you want to allow this program to make changes to your computer". When it runs, select the directory in which you want to install ADVANTAGE SUDOKU. (The default is C:\Program Files\AdvantageSudoku) Hit the "UNZIP" button. Click "OK" in response to the 17 Files Unzipped successfully box. After installation completes, an icon is placed on the desktop. An icon is also placed in your START\Programs list. You can run Advantage Sudoku either by double clicking on the desktop icon or from the START\Programs list.