Gnutella Forums - software

hi everyone newbie here ,i am wondering about when i download a programe i.e. ****.. servral downloads but i can not get them to work ,when i try to open it says missing dll and some other stuff,what do i do with this kind of file after it has been downloaded into shared folder .i tryed several they are applications but i am lost on how to get them to install .glad of any advice thanks

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