Hey guys. I'm new here

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When i try to install something, (e.g: Cheat Engine ; Firefox ; a video), the icons appear as usual but this is how they look like:
When i want to open firefox i double-click it or press 'enter'. But when i do that doesn't happen anything. When i right-click the icon to click 'Open' i see the menu like in the 2nd picture. If it wasn't for 'Run', (where i write firefox and opens it for me), i had to open firefox installer every day.
Then i go to 'start' to open firefox from there and still doesn't happen anything. Then i hover cursor over icon and see the location in the 3rd picture.
What's my computer's problem?

By the way: I have Windows XP.