Before posting about your specific problem, please read and follow these instructions. You might be able to solve your own problem!
Before you begin, you MUST be running the latest version of paint.net. If you are trying to run an older version, I'm sorry, but we simply can not help you.
Problems during Download
Be sure you've downloaded the proper file from the official site.
Go HERE and click the download link in the upper right corner of the page.