Problems, Problems, Problems

I am using Windows XP Home Edition. Should I be using a version built into an installer (if that exists?). I did notice that the whole Arduino program doesn't have to be "installed" per say (it's just all in one directory with the executable that accesses the other files needed for it to run in the directory). When it fails to open (when I click it; whether I click the shortcut I mad on my desktop, or the actual executable in the Arduino software directory it does not make a difference), all that happens is my HDD drive flashes for like 5 to 8 seconds, and then stops, not having loaded Arduino. Oddly enough, I am now discovering this stands true for Processing as well. As for the opening files outside of Arduino, how is that not common? What if I want to move, manipulate, and organize my various source code files into categorized folders? I have a lot of different programs written in BASIC and C on my PC, and I like to move them around and manipulate them from Explorer (aka "My Computer") so I can find them easier in the future. I hope that doesn't sound picky or anything... :-/. Is the Arduino software as well as Processing in early development?? Thanks!