Blender Installation 2.79b problems Using Windows 8.1 64 bit, blender version 2.79b

When I go to the download page it makes me download an msi file. After I extract it, it just takes various CM_Unspecified files out. I've tried clicking on CM_FP_Blender.blender.exe in order to run the program, but it gives the error: The program can't start because python35.dll is missing from your computer. Try reinstalling the program to fix this problem.

And so I followed that, but did nothing, still the same error. I've tried downloading blender several times now and it never has worked. I really want to start using blender, so this is quite frustrating! I could use any help I could get, thanks
If you go to https://www.blender.org/download/ and click on "macOS, Linux, and other versions" you get a choice to download the zip version as well that only needs to be extracted to run: 



If you download .msi Windows installer file, you should never attempt to extract it. You should simply run it to install software from it.

You can also download any previous versions from http://download.blender.org/release/