Can you send a screenshot or something?
Your browser might be auto-extracting, which means you would just double-click the thing instead. I’m not sure without being able to see it.
Er, okay, that is not the VN app. There should have been another file in that same directory that is an actually executable application. If there’s not, then it’s very likely your virus protection killed it, and you’ll need to go tell it not to. (Or just turn it off temporarily.)
wait, I got it. I just had to make it smaller