App disappears, cannot create a new file

I've downloaded this app several times and it keeps disappearing or when it does stay, I cannot open a new file. The downloaded file drops into the Download folder and appears on the Dock. I think that the problem happens when I copy it from the Downloads folder into the Applications folder. I'm new to System 10 macs (this is system 10.6.1 on a new MacBook) so it might just be my lack of experience with the OS.

What I think is happening is that you are opening the app. from the Applications folder and the icon is appearing on the dock, but when you quit the app. it disappears from the Dock. If this is happening, open it from the Applications folder and when you see the icon on the Dock, click-hold on this icon and select from the menu, Keep in Dock.

Either that or just drag the app. from the Applications folder on to the Dock and let go of the mouse.

Both methods make sure when you quit the app, that its icon stays in the Dock ready for you to click on it to launch the app.

If this does not sound like your answer, please give me the steps that are generating your problem and I will try to figure out what is happening for you.

thanks.