What OS are you running? I first had issues when I ran the copy cocobolo95 sent me on Windows7 (thanks again Cocobolo!)..
What solved it for me was the following:
Uninstall the current version
Right click on the installer file, select "Properties"
Click on the "Compatability" Tab, check the "Run this program in Compatability Mode" box, and select "Windows NT 4" from the drop down menu.
Doubleclick installer file
After the install, just to be safe, I did the same thing for the icon on the desktop.
Runs a treat after that.
Stock. Sort of.