command prompt closes immediately after opening

[LearningGrowingSharing]

Hello,   I heard of wget, and I'm trying to backup my website.   I downloaded the full version, but when I click and run the exe, a command prompt opens and then immediately closes.  I'm in safe mode now, but the same things happens.   I have XP SP2.  Is there a way I can get the benefit of wget?   Thank You Jon Janssen www.helpusall.com