Bob,
As a comparison, I downloaded and unzipped the file here at home just to see. I found the files right away, but some of them.. the important ones apparently... did not have the same extensions as I see yours did. In hindsight I think that's why it didn't work at the office. For instance, the windows installer I see here after downloading and unzipping, does not have the ".exe" extension. Same for the ones you show with the ".ini" and ".msi", which is the one I think is most important.
Thinking about what I did in the office (it was the last thing I was doing before I had to leave, so I was sort of rushing through it), I actually finally did find the file and tried to use it as it showed, with the download name after unzipping, "vpnclient_setup", without the ".exe" extension. The program did not recognize it without the extension. Can I just add the extension to the name? I wonder why my downloaded files do not have those extensions? The other files seem to have the proper extensions, just the 3 ending in exe, ini and msi.
Thoughts??