Some more info would be helpful such as:
* what operating system are you using (win98 has/had some issues with the updater, see the forums)
* exactly what steps have you taken in running the program, e.g. what files did you (double)click on
BTW, next time you enter a topic try searching the forum first, there is a topic with almost exactly the same title as this one, and identical content just 10 lines below this one...