You're used to downloading programs off the internet and it just working.

These programs use a framework called ".NET" written by Microsoft to run.  It's their version of the Java Virtual Machine.

This may be downloaded and run when you update Windows, but updates may have been turned off by whoever manages your system, or the .NET framework may not have been installed, as it is one of the 'Optional' items.

Whilst it may sound a bit 'dodgy' in fact it is safer than using a normal program. .NET is designed with security in mind.

You can read about it here

It can be downloaded by running "Windows Update" or "Microsoft Update", or it can be directly downloaded here. In the updates program it is one of the 'Software, Optional" items.

If you don't have this framework installed it will crash with a 0xC0000315 error (unable to find Dynamic Link Library)