Windows 7: Windows Runs Installation of Program When I Start Program

I installed Weathrbug Plus and for some odd reason recently when I run it Windows runs the installation for the program. When I run the prograsm I get the typical "Preparing to install..." abnd then tyhe 'Configuring Weatherbug. I've been in contact with Weatherbug Support all day and we can't seem to find an answer.
I'm using Microsoft Security Essentials.
This is a clean install of Windows 7. I haven't used any other real-time security software other than MSE.
I disabled MSE and tried it and got the same results.

Any help will be appreciated.
James

you run the program from an icon to your desktop?

you run the program from an icon to your desktop?

you seems to start the program from a setup application (icon)

Ok here's what occuring.
I install Weatherbug and it puts it's stuf in a folder called Weatherbug in the Start Menu>All Programs like most intallers do. As long as I leave the Weatherbug folder in the place it put it in (Start Menu>All Programs) it's fine. But, I get this reinstall when I delete the folder with the Weatehrbug stuff.
I prefer to make my own folders for my programs and I would normally move just the Weatherbug executable to anothjer folder and delte the folder it created.

Something was wrong with the shortcut in start menu>all programs. I deleted the shortcut form there and created a shortcut in it's native folder. Then I dragged it to all programs and it runs fine now.
Odd.

James a little something you might want to read.
Microsoft Security Advisory (2719662): Vulnerabilities in Gadgets Could Allow Remote Code Execution

Great. Thanks for the tip. I'm not a big fan of the desktop gadgets.