Downloading programs

Hello,
I am trying to download programs from the internet to my laptop. (im with vista) and it downloads fine but when i try to set up the program the windows thing pops up telling me : windows explorer has stopped working, checking for solutions.. then it doesnt give me a solution and just reopens windows.. wtf?!?! can someone please help me.. i really feel like smashing my laptop with an axe .. anywho i tried downloading other progams.. but it doesnt work.. however i can download movies and music without a hitch.. help anyone? (plain english please)
frustratedchick