I have downloaded arduino env, and when i double click on arduino application, my PC forces me to extract all files assocaited with this application. I am using Windows Vista. I think version of arduino i downloaded is 0017.
I think something is not right. If I click on "No" to extract -- then th arduino application does not start at all.
After you download the .zip, extract the zip to a directory on your computer. From that directory, launch the IDE by double clicking the icon. You can delete the .zip once the files are extracted to the directory.
When you launch it from the ZIP, Vista normally creates a temp folder where the file is copied and then executed - it is asking you if you want to extract just the EXE, or everything - because it doesn't know if the other files are required for that program. (They are...)