What format was the book you downloaded? Are you sure it was the right format for Azardi?
If so, try the following:
- Find the book in Windows Explorer or My Computer.
- Right-click on it and choose Open With.
- In the resulting list of programs, choose Azardi. If it's not there, click Browse, and navigate to the Azardi executable file (its location will be wherever you installed it to).
- Tick the box "Always use the selected program to open this kind of file".
- If you don't see "Open with" at step 2, above, choose Open, then Select From Program List, and proceed as before.
If that doesn't get you anywhere, report back.