That is weird, are you sure that you are extracting the file first and then trying to open Behemoth.exe?
Ok, but be sure to have winrar installed on your computer, if you do not have it dowload it here http://www.win-rar.com/download.html?&L=0
Ok, but be sure to have winrar installed on your computer, if you do not have it dowload it here http://www.win-rar.com/download.html?&L=0