So I downloaded full version of HM followed the steps here : http://www.holdemmanager.net/setup/holdemManager.html
STEP 5 - Once Holdem Manager has installed, run HoldemManager.exe from C:\Program Files\RVG Software\Holdem Manager (Holdem Manager also places a shortcut to this on your desktop called, “Shortcut to HoldemManager.exe”
When I click on holdemmanager.exe it does nothing... my mind is boggled, I tryed re-installing but same problem occurs. Never had such a silly problem, got no idea what to do :).