Oracle Database Express Edition (XE)

Please help with installing Oracle 10g Express. These are the steps I've done:
1. Click "Oracle Database 10g Express Edition for Microsoft Windows"
2. Click "Oracle Database 10g Express Edition (Western European)
OracleXE.exe (165,332,312 bytes)
Single-byte LATIN1 database for Western European language storage, with the Database Homepage user interface in English only."
3. Log in with my email and password I created
4. File Download window appears and has the options to "Find" or "Save"

Clicking "Find" opens the following web page:

"Windows has the following information about this MIME type. This page will help you find software needed to open your file.

MIME Type: application/x-msdownload

Description: UnKnown

Windows does not recognize this MIME type.

You can search the following Web site for related software and information:
Windows Live Search

Have questions? See these Frequently Asked Questions."

Clicking "Save" - I save to desktop or documents, it saves and then opens the same web page.

Please help, I'm a college student thats just trying to get more practice with Oracle outside of class.

Thanks!