Thats coz its a command line program!
You will have to run it in a DOS box............easiest way I do it is......download the 'open command window here' powertoy from Microcrap.......install......
Then all you have to do is right click on your directory and select 'open command window here'...........bingo!!.......your in a DOS box....and in the correct directory.......no need to navigate.......