cannot get win dl to work

[talonz]

Click on link, prompts me to open or save, open leads me to winrar, i click on lackeyccg folder, extract to, puts it in its own dir on my c drive it seems.  Opening the new folder sees folders and files, but starting the program via dbl click on lackey exe gets me a 'lackey ccg has failed' popup.

what am i doing wrong?