Okay, I'll try that out a bit later and tell you whether or not it worked. (I'm on a different PC right now).

At the time, I just used windows to extract, and then placed it on my desktop. Do I need to use something else to extract it with, and where should I place it?

I'm experiencing the same problem as Utada. I've done everything that's suggested, but it still won't open. I've updated DirectX and .NET Framework, I've run it under administrator and even after all this, I get the same error "LAuth has stopped working". This problem has been posted a few times...