Yes, I think in XP, the Vixen icon doesn't display until after the first launch.
First, view your folder with "details" (click on "View" in the menu bar of the folder and then click on "details"). Toward the bottom of the directory are two files named "Vixen" -- one is the HTML help file (it's first and weighs in about 260kb) and the second is the actual Vixen application (it's about 530kb).
Double-click on that second Vixen file and the application should launch. After you've launched it the first time, the icon should appear in the folder and you can then easily tell which is which.
HTH.
\dmc