Did you download installer and install it? You are not right. PSPad will install even you will decline all stuff. You can run installer with /nobundle switch to prevent start offers in installer. This is written on fosshub and on the PSPad download page too.
When you downloaded ZIP, there is necessary to unpack it with subfolders, not all content into one folder. I guess for the easier way for you is use installer. -- <http://forum.pspad.com/read.php?2,61526,61527> PSPad freeware editor http://www.pspad.com
