I have no idea where to save the game

[Nightfang]

http://imgur.com/a/NGhgN

There's a screenshot of what's wrong. I think it's because of the place I've saved it, I just put somewhere random, downloads I think.

Or, it could be that I tried to download that microsoft thing, but it said I have a later version already installed.

[CloudFish]

Try letting it install to the default location.