Having trouble installing NeXus bot client on new PC

I'm having trouble installing the bot client. The bot client has changed and when you download it, it's no longer a .zip files, that's where I am having trouble. I've never done it as a .jar file but only .zip (old). I have done all the going to Program Files thing and adding on my Environmental Variables and stuff and still can't get the damn client open. I downloaded the client but having trouble opening the damn downloaded file. I try opening with JAVA and it says, Cannot find Main class... What do I do and I've re-installed JAVA and downloaded the client dozens of times, still nothing.

Thanks for your help.

PS. on my other computer, everything works fine.