MISTRESSCAKE

First of all, sorry if this is in the wrong place, i just need to install paint.net and I'll be on my way. I got the installer and used it, and it said it downloaded everything and it didn't give any error messages. BUT I CANT FIND IT ANYWHERE!!!!!!!!!!! It literally deletes itself the moment it finishes downloading. Is their something I'm doing wrong? I've tried two different installers now and both of them do the same thing; one from this forum and one from getpaint.net. PLEASE HELP!!!!