downloaded, cant launch installation

I downloadded in the real downlaod thing. When I click on the file, which should launch the install, it says no application associted blah blah. What do I do? I paid, and want to start using.

[David91]

It would be helpful if you could tell us what machine you run and which operating system. I know it's a pain, but giving us some of the blah blah could also give us a clue as to what might be wrong.