Trouble getting Flash player to work, don't even think it's installed

I have a Flash player for my desktop and I wanted to get one installed on my laptop. I tried going to Macromedia to install it, but the install prompt never pops up. To check if it was some other problem, I tried to download something else on the site, so I tried to download the Shockwave player and that downloaded fine. I still want the Flash player (I can view hardly any animations on websites, like the frontpage of Macromedia, for example, is just two empty boxes with a small red 'x' in them). Can some one please help me?

I have Ad-aware and Spybot running along with Panda Platinum Security Free Trial that I downloaded from this site. My internet security settings are at Medium in Internet Explorer in Windows XP.

 

I'm thinking it has something to do with my ActiveX security settings, but I've even tried setting every security program to its lowest possible rating, but I still cannot get Flash to work. Please help!