If you have used LW before then it looks like you are opening the installer. Move the installer somewhere else. Go to start menu -> Programs -> LW to open the program.
Otherwise you haven't set up your program settings yet. Go thru that process & then after finishing your program will open. The setup window always show when you are using LW for the first time or else, have deleted the LW preferences folder.
Be sure you are logged into YOUR account & not someone elses account.