Silverlight.keeps asking to install and download

I have a 1-year old computer that came with a pre-installed Silverlight. When I tried to view a video on a Microsoft site, it told me to download Silverlight, so I did. It was saved on my Downloads folder, and when I clicked on it, it asked me to download the program. But I had done that already when I watched the video. How can I remove the program from my Downloads folder and save it where the installed programs are?
