When i click on a application on my comp it does work ?

I tried to download the latest itunes a number of times but for some reason an 'error' would always occur. So when i tried to do it manually it won't let me open itunes... it says 'application not found'? What does that mean? But it's not the only thing affected, some of my microsoft and other app keep coming up with the same thing?! I don't know whats going on ... please help !!!x