Save it to your desktop - you may need it a few times :)
Once you've got it, now Run it (either double-click it, or highlight the icon and hit the Enter key).
Accept the User Access Prompt to elevate privileges for the program.
You'll get a small window come up with a prominent 'Continue' button.
Read the guff - and the privacy statement! - and then click on the Continue button.
After a while (anything from a couple of seconds to a couple of minutes), the Continue button will turn into a Copy button (and there may be a 'Resolve' button as well)
Before doing anything else, click on the Copy button. This places a copy of the data onto the clipboard (where you cant't see it) and also tries to save the backup files it creates to a folder in the root of the C: drive.
Sometimes, the save will fail and you'll get an error message - IGNORE the error message, just close it and continue (it just means that for whatever reason, the program was unable to complete the save properly).