Maybe I'm just dumb, but...

I clicked on the application immediately after downloading it, and all it did was put "Space 1" all the way to "Space 4" at the bottom right hand corner of all of my spaces. If I reclick the icon, it shows the 4 desktops expose` style, but all that allows me to do is click from each. I found no way to change preferences, or even close the program for that matter. If I try to delete the application, it tells me I cannot because it's open, although there is nothing in the dock to say so. Even still, if I go to force quit, it doesn't show up under the list. I have no idea what's going on, and maybe it's just me, but any help would be appreciated! Thanks!