Its either a zip file inwhich if you have Winzip installed, just right click the file and click on open with winzip. If its not that, then its an iso file inwhich you just use Nero to open it.. i had the same problem.. if im not mistaken, its a white window box for the icon isnt it
is this a joke or a lie there is no a demo for The Thing
anyway it's either in zip or rar formats.
you can see what is inside any file even if you don't know its extension with hacker resources(if i am not mistaken)
If it pops up a dos box for a spit second, then it's running something (i.e. it actually is an executable, not an image or zip file or whatever). Check the file size on it. If it's small, I would suspect that it's a virus/trojan of some sort. I suggest killing it, updating your antivirus, running a full scan, and watching your computer carefully for anything out of the ordinary.
I don't mean to sound paranoid, but I've had an exe file do that same thing to me once and after digging around quite a bit, I found out it was a trojan.