activating digital editions, doesn't open

long story,  I have purchased a book and want to download to computer and then to an e reader,  I get a message that says URL Limk could not open etc,  I googled it and was told I need to download adobe digital editions,  I have tried to do this,  it shows on my computer as a short cut but I still get that message I may need to activate it after download but don;t know how, any help appreciated