reporting tool install

After selecting the "Feedback" shortcut located on the desktop, and then selecting the hyperlink "problem-reporting tool" under the heading "Reporting a problem", a File Download popup instructed me to run setup.exe (Application, 431KB) from: windowsbeta.microsoft.com.
I tried selecting Run, which it promptly did, but I couldn't find the tool anywhere. Net result - no problem could be reported.
I then tried selecting Save, which it promptly did, and then the setup.exe magically ran, and afterwards I still couldn't find the tool anywhere.
So, how do we report a problem?? :)
Thanks,
Xavier