I Double Click It... Nothing pop ups, Yes I have patchme after too, here's a video...
http://www.youtube.com/v/nGrKo_4WYPw&hl=en&fs=1
System Specs:
Windows XP
Professional
Version 2002
Service Pack 3
AMD Athlon(tm) 64 X2 Dual Core Processor 4200+
2.20 GHz, 2.00 GB of RAM