How do I get the Cake poker Software to work on my computer?

I just got done downloading the Cake Poker software, and when it is prompted to run, nothing happens. I go through the entire setup and I get the message saying the soft ware has been downloaded. When I click on the icon on the desktop, it just says the computer can not find the file and is it ask me if I want to look for it myself. I click on the exe file again and it says does not exist. Any idea what I Can do to get this to work.