Hi Lon,
make sure you are using XP SP2 or Windows 2003 SP1 or later.
Are you maybe using a 64-bit OS..
I would:
1. check add/remove programs in contral panel, remove SharePoint Designer
2. restart computer
3. install sharepoint designer with .exe file or .msi
Daniel Bugday
Web: http://www.sharepointforum.com/
Blog: http://www.sharepointforum.com/en-US/Blog/