I am trying to install the following program: SDL-devel-1.2.14-mingw32.tar.gz
from the following website: http://www.libsdl.org/download-1.2.php
It is downloading properly. However, when I try to run it, it asks me what program I should run it in. I picked Adobe and it did not work, so I used the 'search the web' function, and it picked Adobe. What program do I use to run it?