That file is an exe file, to put it simply, the reason why you get that error when you load it from the desktop is because the exe file requires some code based instructions that are provided in the .dll file (Dynamic Link Library). But they are not present locally to the exe file.
This dll file will undoubtedly be located in the installation directory for rstuner (correct me if I'm wrong guys, never used rstuner before), follow the below instructions (Windows 7 oriented, same sort of thing for other operating systems!)
1. Click the start button (bottom left of your screen)
2. Select 'Computer/My Computer'
3. Double click Local Disk [C:] providing this is your primary drive (it most likely is!)
4. Double click Program Files (x86) (x86 means all the programs listed in this directory run primarily in 32 bit mode.. not sure why I'm telling you this because you probably have no idea what I'm talking about!!)
5. Look in this directory for anything to do with rstuner.. It will probably be called rstuner but it may have a sub-folder, which someone here could point you to if so
6. In this folder you will see an application called 'rstuner', this is the application you need to replace with the one you've just downloaded.
7. Go back to the desktop where you have 'rstuner' downloaded, right click it and select 'Copy', then go back to the folder you found in the previous steps and right click somewhere in that folder and select 'Paste', it will prompt you to either replace or copy the file, make sure you press replace.
That completes the process of replacing the old application with the new downloaded one, I leave the rest up to you!