I just purchased the game and i am trying to play it and the icon on my desktop does nothing when i click it and ideas.
Have you installed the program more than 1 time in different folders?
Does the icon in the Start-menu work? (Look under 'KnuckleCracker'.)
No installed it once, and the stat up icon does not work.
I'd do all of the normal things....
Reboot, if that doesn't work then run the installer again. If it is properly installed then you will be told that it is already installed and given a chance to run it instead. If that doesn't work then uninstall it using add/remove programs and reinstall it.
Unless there is something really strange going on with your system (multiple monitors, odd graphics driver issues, etc) , a reboot will probably fix it.