I have Vista and when I download the VST, I have it saved to my desktop, then I right click on the zip file, and choose "extract all". Next I get a folder on the desktop, opening it, I can drag the VST to my desktop and have no problems using it.
Though ever so often I loose all my seeds in the VST, even though I close down the game. I have to close the game in two different places, so I know it's closed down completely. I also make sure that I put the game on "stop time" before I close the game down to go to the VST.