Configuring Ghostsurf 2007first-run (newbie)

Hello, This forum looks promising; Ill probably hang out here a bit to read more. I hope somone can offer me some tips with this new (to me) software. Ive had it for a few hours only. I was very careful to configure it because the whole concept of this software pakage is new to me. all went well, no glitches at all. Then i went to a site called bigfishgames to download a purchase. The game wont instal. The site gives the reason as the file not being able to download?. Im fairly sure it is some box I checked or unchecked in Ghost but all those setting confuse me. It is the 2007 platinum w/spycatcher and other utilities. I have winxpsp2 and kaspersky.7
If I can just get these bigfish games to instal.. Ill be a happy customer. perhaps someone will explain how those personal info blocking buttons work.
Thanx for the help. yes, I did a thread search here for Ghost and there where WAY too many entries to wade through. But Ill be looking there next.