I had the same problem for a long time. I e-mailed Blizzard about this and it took about a freaking month to get a reply that told me to give more info. The problem is that some Windows' Operating Systems don't extract all of the files. This is mostly due to a security update for video game companies so that you can't install it and hand it off to a friend. It used to work but I think Microsoft blotched that idea. I had one friend basically hack the start-up code to force it to run from a command prompt. Don't ask me how to do that, but it's Window's fault, I think. The best way is to e-mail them. I don't my e-mail is in my garbage bin since I use gmail and e-mailed them months ago.
[09:59:00] kjwkjw : "omg 24th trill --- whew it's ove-- omg rainbow stream -- whew it's ov-- omg minijacks -- whew it's ove-- omg quad -- whew the song's ove-- omg placeholder note *dies"