Hi, Cancerette22.
Here's what should work:
1) Click on the download button.
2) Click on the downloaded file. (You may need to double-click it.)
3) Extract the files. (You will need a zip extractor such as WinZip or 7-zip.)
4) Click on the extracted folder. It should be called something like "Don't_Take_This_Risk-1.0-all."
5) Click on "Don't_Take_This_Risk.exe."
6) When the game opens up, click to continue.
Please let me know if this works for you!