Problems with Win-Media Player and the Stuffit Program !!!

I was given an Apple PC with iMac software that I've never used before and know nothing about, my operating systems have always been by Microsoft. I need help using the Stuffit software. I downloaded Windows Media Player for this PC and the Stuffit Expander and still cannot use Win. Media Player. Unlike Windows, iMac does not guide you thru the download and install process, so you don't know what you have or what you've done at that point. I had all these different files that were put on my desktop and didn't know what to do from there, so I deleted everything. Before I deleted, I tried dragging and dropping into the different files to see if I could get somewhere, but with no results. Every time I did that process, this is what I would get: "There is no default application specified to open the document, Win Media Player Setup.exe." What I've learned from Apple's Tech Support is, this PC and operating system is 7-years old, and all the information I could find about this PC is found below. My thought was, maybe I'm downloading the wrong Stuffit program and Win-Media Play program. Can someone tell me which version of the Stuffit file and Win.Media Player to install for this PC. Also, can someone walk me thru how to incorporate the Stuffit program and Win-Media Player so it will work?? Any download and install you do on any operating system by Microsoft is menu driven, but with Mac, you don't know if the downloads and installs are completed or not, it just leaves you hanging. Software is: Mac OS X -- Version 10.3.9. -- Serial No. RN0406E5jva Can someone help? Thank U !!!