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My first recommendation, to reduce the amount of room for potential error, would be to save the file to an easily accessed location (such as your desktop) rather than running it directly on download. That way, even if it still causes issues, you don't have to click the link each time.
Try that first and run the program from wherever you save it. It may or may not solve your problem, (depending on what kind of security measures your computer has in place,) but it will be a good start.
Also, are you up-to-date on your Java Runtime? If you're not sure, go to Control Panel, click on Classic View, scroll down to Java. Open that application and click the button near the top labeled "About." If it says "Java 6" at the top, you're probably in good shape. If your version number is less than 11, it might do you some good to update it. If less than 10, that's a near certainty.
If you follow these steps and still have the issue, come on back.
Safe journeys,
~Llyrwech
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