Norman Vingoe and all users, who have problems with “installation” of this program:
This program is type of program, that we, IT technicians, are calling ´portable´. This name is for programs, which do not have installer, therefore do not create any desktop icons, any start menu entries and any mention in App Manager (Add/Remove Programs). You have to run this type of program always by clicking the downloaded .exe file.
The main point of this type of program is posibility to put it on the usb stick and run it anywhere on any computer always with your prefered settings.
But this program is storing your settings (and activation info) in system registry, what means it is not portable at all, because if you move it to and run in another computer, it will run as unactivated demo version, and you have to run activation again on that computer.
So this program is simmply some kind of hybrid, done this way because its developer is probably too lazy to make installer for it.