Recording Device

I think am getting the hang of it ... will try out Happy Fish ... a chap told me that I should download the program to pc and then ''simply drag and drop, it's very easy''.
Well, what is hard for me is ... I know what to grab and drag ... but ''drop where'' is the question ... drag the downloaded program to the ''active mp3 player'' in the status bar down below ? But it didn't work.

Well Sir, thank you very much.