After I finish downloading it. I click "run" Nothing happens. I wait but no wizard comes to install it. I didn't have this problem with JFK. Is their a reason it wont install?
You just need to wait, Windows might take some time to check the executable, because it's digitally signed, and the time will be longer if you also have an antivirus running, which will scan the file as well, and after the file is scanned, both by Windows and by the Antivirus, there will be additional waiting because the setup executable need to be uncompressed in your temporary folder, before it can run.
Reboot Windows (to be sure you haven't tried to launch the executable twice), launch it and just wait.