Get your taxes done using TurboTax

This icon is on my desktop. If I drag it into my main Applications folder I just end up with a 2K alias, not the application.

I am supposed to   "drag the red "TurboTax checkmark" icon to the Applications folder in the pop-up window."  

but I haven't seen the pop-up window.  What am I doing wrong?  

Thanks for any further advice.