You need to be more specific, but what I'm assuming that you downloaded the .iso which is not an excutable. To run it, you need to either burn it to a DVD using a program such dvd decrypter, or emulate it using Daemon tools. I would recommned that latter. Daemon tools is free and easy to use. It just simulates a DVD drive, so you can use the program to select the .iso you downloaded and run it.