this is a quote from goodgotd who usually sorts things out
usually it's because you're using the xp/vista 'view archive as folder' idioticware or the 'install' mode option of any of several GUI archive utilities.
the first isn't well thought out and behaves that way, and the latter are set up to just unzip to a temp directory and run the main setup file, then remove the temp directory as soon as it quits- missing the activation step often needed.
You need to unzip the entire contents of the downloaded archive to a subdirectory, read the readme.txt there, and run the 'activate.exe' also there before the setup.exe if so stated, though if there is an activate,exe, do it regardless- it writes the needed data into the registry.
xp/vista you also need to right-click and use 'run as > administrator' to get the required permission level to get that data written.
I've not used xp for a while and forget things easily, oldtimers disease setting in but I'm one of the lucky ones, never have probs with GOTD. somebody loves me. lol