I download the desktop app but it won't open

[mtopper66]

I'm trying to download Spotify for my desktop (Windows Vista).  I go to the download page and it automatically starts downloading. Then I see an icon that says "SpotifyFullVista" on my desktop screen. I then click on that icon to open the app but nothing happens. It's very frustrating. Does anyone know what to do, here? 

I would be fine using the Spotify web browser but there's no menu on the browser, and I would like to be able to import local files (mp3s). But the Spotify app for desktop just won't load. HELP