Have you tried going through all the steps outlined in the link I posted above? start_windows.exe is in the zip file, which is called gpg4usb-0.3.2.zip, in the latest version. If you were clicking start_windows, then you already extracted the zip file, so I think you're getting confused somewhere along the way. start_windows should start GPG4USB. I'm wondering if again the files are being deleted or quarantined because of some security policy on your computer.