It sounds like something is horribly wrong with file associations your PC, you're not running Windows, or the file has had its extension changed.
The Expression Offline Editor download is a .ZIP file containing a Windows executable application.
It should be possible to unzip the executable file (.EXE) into any folder and run it as an application.
If your computer is trying to run iTunes, this means that the file extension is associated with iTunes and not with Windows/Executable/Application.
www.etcconnect.com