Before anyone shouts I've done a search

I've downloaded an application from a previous thread and saved it in my usual (personally created) BB folder and unzipped it to the same folder.

I double click on either file produced and get a windows "what application" message.

I've opened the application loader but they are not there either.

I assume the application loader is looking in a specific file for the apps, and as I haven't saved them there it doesnt know where to look.

How do I load an application? Should the downloaded files be saved in a specific folder?

Typically when I load an application I will open the Desktop Manager, and then double click on the Application Loader icon. Once that launches I click Next, and it connects to the device. There is then an Add button in the upper right-hand corner. Once I click that I browse out to the .alx file. Once I double click on the .alx file it will show in the list, then it loads the program.