Perhaps it's a stupid question but I'm not sure what to do with the second download needed for the installation. When I download it it asks me what to open the file with. What do I need to open it with? Should it be doing this at all? Thanks in advance.

Part 1 of 2 is a .exe file and part 2 of 2 is a .bin file. Just download both parts, put them in a folder and run the .exe file to start the installer. Hope that's what you were asking.