try to explain more mate :s
What antivirus and windows do you use?
try shutting down the firewall and antivirus ehh..
maybe, if you use Windows Vista u' need administrator permissions to run .exe
I USE VISTA I NO HAVE ANTI VIRUS EVERY TIME I RUN ADMINISTRATOR THE MU.EXE a program will come out connect cancel and options and when i click connect it goes again with the same program the MU wont open T_T