When you ask a question you need to provide some basic information
-Forum quick start https://forums.adobe.com/docs/DOC-5601
Mac or Windows, and EXACTLY which version of the operating system?
Recent Mac AND Windows operating systems have been known to cause "odd" problems
Are you using a computer Administrator account with full read/write permission?
Exactly which version of the program do you have that is causing problems?
Also, please provide more information about what you're doing, exactly. You mentioned that you have "downloaded Photoshop." How? From where? What version? Are you trying to open the installer, or have you already installed Photoshop and are trying to open the application itself? Your question is extremely vague. Help us to help you!