Army Men RTS demo .exe?

So, I downloaded Army Men RTS demo from download.com. Ran the installer, double clicked, ran through my firewall and went through the administration check. Nothing happened. I hit Ctrl+Alt+Del and check processes, no Army Men RTS. So I double click the short cut again, watch the armrts.exe file hit, then shut its self off. It also does this for a windows XP. Mine is Windows 7. My friends also downloaded it and ran it fine on two vista laptops and another XP. Anyone have any idea on whats going on here and if there is a fix? Thanks.