Vista - Big Fish Games

I have been having problems trying to run games I have downloaded from this
site. I purchased one, downloaded it and had no problems trying to reopen and
replay the game. I got a couple of others, they download, I can play them
once but never can open them again.
I also noticed if I opt for the "Run" option I can play them the day they
are downloaded but can't reopen. If I opt for "Save" and try to put them in
program files I get a message about needing authorization and I am the system
administrator. So I don't know what I'm doing wrong or different. Any
suggegstions?