Gee, Anna, it's hard to figure out how to help fy. First of all, you should uninstall any previous versions you have of RealPlayer, I think - but I think the installation program is smart enough to tell you that as you go through the process. Also, it helps to shut down most other programs when you're installing anything. Those are the two big things to do to solve problems when you're installing something (sometimes, though, when you're installing an upgrade, you have to have the previous edition on your hard drive, so read the setup instructions. Also, make sure you download the version of the program that fits your computer and operating system - read the system requirements carefully.
For RealPlayer and RealProducer (for recording), I just downloaded the files into a separate download directory. they're *.exe files, so I just clicked on the files and they installed themselves. No Problem. In fact, I've had fewer problems with the "Real" products than I've had with most other stuff I use. Once you have the program installed, you should be able to double-click on any RealMedia file, and it should play. The only thing easier to install is the Digital Tradition.
-Joe Offer-