I don't quite understand, if your on a pc you download it, and then you double click it.
Then you go to your firewall/router, as outlined in the help section of the emule-project.net site and you forward the required ports. Then you click a link at this site and it adds a download to emule, then you leave for a holiday for a week and it will be done (hopefully
). Do not turn off your pc, in the bottom right of the screen you'll have a little globe with two arrows.
Both arrows should be green, if they are yellow your firewalled/blocked, if they are red they aren't connected.