No, if you've got the latest version of Adobe Air you should be fine but I meant for the game itself, click download then in the folder click on the game name/application and choose "extract all" if you're running on Windows. Then choose a folder to extract to. That should open up when it's done and the 'application' will look like an actual icon and you can click that (in the folder you downloaded to) and run it from there. I had the error you're talking about happen to me too but this fixed it for me.