Installation problem

New readybuilt UNO board. Win XP. Drivers installed as per instructions - slight difference from screen shots but device shows as COM3 and is, apparantly, working correctly. Board is showing Green power and flashing amber boot loader ready. Zip files expanded and directory structure visible. BUT I do not have an arduino.exe file anywhere or anything even remotely similar. Also when plugged in the board audio-announces connection but does not show up on the drive list. What have I done wrong??

I just downloaded the v1.0.1 zip file and unpacked it. The arduino.exe is there. It shows as the first file in the zip.

Many, many thanks. I have just downloaded again and checked composition of the zip. My original has 5393 files and the new one 5394 - guess which one was missing. Whilst I would love to know how that happened life is too short so I will get on to the fun bits.