surfwax95, don't get too down about this. If your machine has a virus (or several) it may not be behaving normally. Hence your trouble getting anything to go the way you think it should.
Re installing programs, in the windows world, programs pretty much always have huge hulking installers, which (as my daughter is fond of saying) spend all their time and energy welding their host program to your hard drive. Unlike Mac software, the typical windows program installer scatters support files ALL over the place. It is literally impossible to remove all the vestiges of a program if you decide you don't want it later. There are .dll files EVERYWHERE!
So, look for an installer (frequently just install.exe). If all else fails, there is usually a README.txt file that tells you what the installer is called. Run it and then (and this is important!) ALWAYS restart the machine right afterwards. Do this each time you install a program. Don't install two or three and then restart. Restart after each one. Painful, but well worth it. No matter how many times I have read that this isn't generally needed, I have yet to meet very many windows programs where it wasn't.
I agree, windows is a pig. It is the popular choice only by virtue of its present market share. Between Mac OS X and Linux though, it is under well deserved attack at this point.