Now I understand why the topic help a noob PLEASE! had to be locked, but I was thoroughly enjoying the mocking by the other members and was in the midst of posting my own reply when it got shut-down.
So in the interest of giving some helpful advice to people like this:
The proper way to install your "downloaded" game is:
1) Go to your local computer game store and purchase the title you just downloaded
2) Plave the shiny new CD/DVD that you now have into your drive
3) Follow the handy direction that will be displayed when the disc auto-plays
There, now you know how to install a game!
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