Cannot Execute .exe

[Brotherhood of Nod]

Hey guys, it is me, your new member to the HLDJ thing.
Whenever I am trying to install HLDJ on either 32-bit or 64-bit, it will not work. How? I click on the .exe folder thing and whenver I do, I get a message
! Cannot execute "C:\Users\<name>\AppData\Local\Temp\Rar$EX05.854\HLDJ\hldj.exe"
I rather keep the name secret
I can't run it and it doesn't help asking my friends wtf is going on. PLease help me.

[Renegade]

Read the sticky & manual. You'll likely want to extract it to a proper location.