To Lerner, in RE: getting into protected prog?!
I'm just posting this to apologize for the moderators for the reaction you got to your question. Like someone said, it really is a guilty-until-proven-innocent forum. Some people don't realize that things like this aren't always illegal.
Anyway, to get to the question, it sounds like it might be password-protected or something like that. It might also have a corrupted file. The best thing to do would be to ask the person you got it from if it has a password or any other sort of lock. If not, I'm guessing software error. Try getting the program again in that case.
Now if it's a pirated program that you are trying to run, then yes, that would be illegal. If you want to run it, buy the program, don't steal it.