1. You downloaded Gimp 2.8.2 for windows(!) from www.Gimp.org (and not from cnet.download.com)??
2. Installed it correct?? Check virtualization. That means in the program files folder there really exist a directory Gimp and in your user folder there exist a folder gimp-2.8??
3. Check if your icon on your desktop points to gimp. Right click -> properties -> target should be something like this: "C:\Program Files\GIMP 2\bin\gimp-2.8.exe".