need help with punkbuster please

Ive looked this up and cant find anything. i download punkbuster it starts up and it says since its your first time , then auto update. i exit out of it and its nowhere to be found. its not on my computer anywhere. so when i click the setup again it says the same thing, first time update. so i need help. i wanna play some games that use punkbuster but i have no clue whats wrong. i have windows 7 and i use firefox.not sure if any of those matter. when i download the setup i save the file and download. i even unzipped the whole file, and ran as admin.i can put games on it as long as the window is open, it downloads the newest updates for that game, then after i close it its gone. so basically i download it, its there then i close it and it off my computer like i just temporarily downloaded it.i did a search through my whole computer. I had punkbuster like 2 weeks ago but i just built a new pc. so I know how to use it.

but before i could select it and choose to add a game for updates. i cant do that. ive used it before, i could do that before. how do i add games to it and download updates then

but before i could select it and choose to add a game for updates. i cant do that. ive used it before, i could do that before. how do i add games to it and download updates then

Beach86

Have you checked your firewall settings.
Is Punkbuster still an exception on the 'not allowed to go outside' rule?
I believe it calls itself PnkBstrA.