Its still a blank window

I downloaded the zip file and don't know what to do next :/ sorry to waste your time but im new to this and I dont usually do stuff like this where i have to know my pc to do things.
Please break it down.

Windows. and 2.71. I downloaded the installer

When I got to the part of installing the SMD tools. I downloaded it and went to user prefrences and it just opened a white blank window. It continues to do this.
Note if there is something in the process that everyone smart would know, I am not one of those people. Please be gentle im trying to learn :C