Can someone help me i dont know were to save the aplication and I dont know what im soposed to do next (if there is something next, i never got past the first step yet ) Someone please reply fast i cant wait any longer to play the darn thing.

I'm surprised you managed to post this............

Anyway, save the file to anywhere you want. It's an archive in the form of an .exe installer, so when you install the game you can choose where to install it. Where you save the installer dosn't matter, just make sure its somewhere you can find it, either the desktop or C:\ or something.

Really though if you don't know how to download files from the internet with IE (and start them) you need to go and read the windows beginner help files. And thats not been sarcastic.