Hi Minnie,
I've just made the same purchase. The directions sent in the email that contains the zip file is missing the first step. Here is what I did that worked for me:
-I unzipped the file using 7-zip
-Then I copied the Filter Forge 3 file (look within the file you unzipped for it) to (just as the email directed for Vista users):
C:\Users\Your_User_Name\AppData\Roaming
- It is important to note that I already had a Filter Forge file there but that did not cause a problem at all
- Next I did click 'Yes to All' when I was asked for confirmation to many different warning windows
Once I did all of this all of the filters loaded beautifully. Many thanks to whomever took the time to send them!
I hope this helps you Minnie

occasional moments of profundity...