After download no installation setup

[700NitroExpress]

Uh hi everyone, I'm kind of a noob so please be merciful. Okay, so I'm not sure if I'm in the right place to post this, or if it has already been posted (checked around a little and didn't find this topic), but as the title says, I was downloading PR 0.91 (Full, Part 1) and it fully downloaded (actually quite quickly about 2MB a second which is quick for my computer) but after it finished downloading I clicked the "Run" button, but no installation setup appeared. I waited for quite a while after clicking "Run" and nothing happened. I'm am in no way a computer techy, but is it something to do with my firewall settings? Someone please help, and thanks if you do. Once again I apologise for disrupting your forum with such a petty topic. I had Project Reality before, but I deleted it in frustration due to my pathetic graphics card (Nvidia Geforce 6150 LE) but I got a new one that is much better, so I'm pretty sure i can run the game fine. So... yeah. Thanks.

[thepalerider]

How long did you wait? It can take 10 min. to decompress before the install window opens.

[700NitroExpress]

The file's compressed? Hmmm.... I'll wait for a longer time next time I try. Thx for the heads up tho.