"World of Warcraft cannot be found"

I have downloaded WotLK and it says to exit WoW & update. I do just that, then it says "Unable to find WoW, please browse." It's in my Downloads and not my Drive so I'm unable to select it. I exit and try to move it to my Drive but it says "It is already open" and that I need to close it before moving, even when NOTHING is opened.

I am not savvy at all with this stuff. What do I do?

You do not have to update it. Remember to log in with your username and password (not email).