That's just the installation program in your Downloads folder, not Flash Player itself.
Go to your list of installed programs and look for any entries relating to Adobe Flash Player. (I've got 2 of them). Uninstall any that you find.
Then RESTART YOUR COMPUTER!!!!
(That's in capitals because it's VERY IMPORTANT!!!)
Then go here:
https://get.adobe.com/flashplayer/
Deselect the 'Optional Offer' and click 'Install Now'. Note that if you're using certain browsers (such as Firefox), clicking that link alone does NOT install Flash Player. Once the installation file has downloaded you then need to access the download (which, in Firefox, is down by clicking the downward arrow at the top right of your screen) and double-click on it in order to install Flash Player.