Little Lil

Good Morning,

I have downloaded a spyware program (Ad-Aware SE) from the internet and
tried to save it to a new folder I called 'Security' in the 'Program Files"
folder. It would not allow me to do that but offered to save it to my user
folder. I saved it there but now it won't let me run the .exe stating
"invalid access to memory location".
Can anyone help me with this - most probably very simple - problem?

Thanks in anticipation,

Lil...