This question applies to any of our Microsoft Windows PC software titles.
If when you click on the program icon for one of our PC titles, "setup re-runs", what's probably happening is that you're clicking on the download package of the program, not the icon for the installed program itself.
You can normally find our apps installed on your PC under the start menu. Typically it's something like START .. PROGRAMS ... DAUNTLESS SOFTWARE.
Additionally, during the setup process you are offered the opportunity to make a "desktop shortcut." This is often helpful as it means that when the installation is done, you'll have an icon on your desktop to quick launch the app.