can't install forge

[mannock]

I've spent hours trying to install forge and seem to go round in circles. I can't seem to find a simple tutorial that works. The problem starts straight away when I go to the files page, it is unclear which file I need, but whichever one I select refuses to download until I click ''retry''  then it seems to work.  So then I go to my downloads folder (windows 7) and run the file,  it asks me which program to use and I select Java. I then get a very brief terminal window appear/disappear and nothing else. I then open minecraft and cannot find any mention of forge.  I have watched videos and have backdated my minecraft version to 1.7.2 as instructed,  run the game once,  then downloaded the relevant forge version (don't understand why there are so many) and assumed it would be the installer win and that's as far a I get. Where am I going wrong and why is it so hard?

[mannock]

Thanks for the help, I'm really surprised how such a little detail makes so much difference.  I had never ever double clicked an internet file,  I had always downloaded them first then run them, or run them from the website.  Either way it never worked here,  but as soon as I tried the double click method there was a complete change of behaviour.  So now I have forge installed, but now another problem,  when I try installing a mod, in this case 'little blocks' and place it in the mod folder,  minecraft says 'unable to find slimevoid lib file'  So I got that and put it into the same folder but still get the same error message. Am I just unlucky first time or is minecraft always so bad?