It just doesn't work

I'm not computer savvy by any means as this post will surely show you. I downloaded spywareblaster when I was trying to download adaware for a time. I ended up getting spybot instead because adaware would download but the installer wouldn't open for me. So anyway, I have successfully downloaded spywareblaster v3.2 and installed it. However, neither the shortcut on my desktop, nor the actual application icon found in the program files does anything. When I double-click to open it the cursr turns to an arrow with an hourglass briefly and then goes back to a regular cursor. I had absolutely no idea where to begin with fixing this problem, except trying to download it and install it again which I have done several times. Any assistance would be greatly appreciated.
-marty