once i download a program from limewire i have no program to open it with on my cpu
 

once i download a program off of limewire i unzip it and then the cpu asks me what i want to open it with and nothing i click on will let me open it so that i can download it to my cpu. i've tried opening it with explorer, adobe download manager, wma, and everything and nothing works and i cant open the file until i have something to open it with. please help do i need to decode something or download a program to open it with? thanx