Missyl_00 you will want to decompress the files before clicking on them. If you have downloaded Winzip you should see a button marked Extract. Please utilize the Extract feature and then open the install.exe within Windows Explorer.
You may also want to consider contacting our support team for direct assistance with the download and install process. Since you are using Photoshop Elements you will want to work with our chat support team. You can reach our chat support at http://adobe.ly/yxj0t6.