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We had a lot of Windows TBB users download TBB but then click 'open' rather than 'save'. Then everything worked great, but when they wanted to run it a second time, it was nowhere to be found (since they never saved it anywhere).

So for Windows we now have a simple installer that simply unpacks stuff and sticks it into the self-contained directory, just like before except it's more like what many Windows users expect.

But smart users don't know that that's all it's doing. We should a) make it clearer in the installer text itself that TBB remains self-contained in just the directory they specify, and b) make it clearer on the download webpage when they're fetching it.