anyways, when you run a .exe it doesnt do nothing...it runs something else your friend wouldnt of sent it too you...try restarting, run ctrl alt del and check your processes, then run the program and check them again, see if theres anything new
hm, I guess he means either that the file has become corrupted during download and can´t be opened (happens sometimes) or he has the same problem another dude posted, I think it was caused by SP2....
oh,and if you´re on a router and it happens pretty often that dl´d stuff don´t work you can try to disable the QoS-service. this service decides how much bandwidth a download gets, and if a router runs a similar service it can lead to errors.