I downloaded the Star Trek: Hidden Evil demo (I am running Vista), It looks like its installing but If I open up Task Manager it shows its just in the background doing nothing. I left it for 30 mins to see if it would do anything, But it didnt install (No desktop shortcut, Not in 'all programs' or program files)
I really want to play it, but I just don't know how

Can anyone help me?
Also; This is probably gonna sound stupid, But what is an emulator? and do I need one to play this demo?