Brick 'N Slide

-Find the downloaded file where you downloaded it (often your downloads folder)
-Select the downloaded file (BrickNSlide.zip)
-Click "Extract All" in the toolbar above the file
-Choose a convenient place to extract to (like your desktop)
-Extract the files to that destination you chose
-Open the newly created folder (BrickNSlide)
-Double-Click on the file named "BrickNSlide" or "BrickNSlide.exe"