Users are experiencing difficulties opening and running the HijackThis program, mistakenly attempting to use Notepad or WordPad, which results in unreadable text. The correct method involves executing the program directly, typically through the command line. There is confusion regarding the unzipping process for HijackThis, especially for those using Windows ME, as instructions for other operating systems may not apply. Users are encouraged to download WinZip to facilitate unzipping the HijackThis file. The conversation highlights common misunderstandings about running executable files and emphasizes the importance of following proper procedures to avoid issues with spyware.