I know lots of times you have to install downloads. I was expecting it'd give me a message to that effect if that were the case. Otherwise I figured it was like an antivirus update that activates without requiring installation.
Well, I just finished downloading it again and it's asking me what I want to do, so I'm going to click "Open"--here goes. . .
Freeware-type files don't always give you that sort of message. A general rule is that if it's a exe, you have to install it.
It would be a Very Bad Thing if random exe files were just allowed to download and run themselves.