http://notepad-plus.sourceforge.net/uk/site.htm instructs the user to:
<<Copy this text %APPDATA%\Notepad++ into the text field of Run Dialog.>>
However, for the English version of Windows, %APPDATA% resolves to C:\Documents and Settings, and that directory needs double quotes around it. The site should read
<<Copy this text "%APPDATA%\Notepad++" into the text field of Run Dialog.>>
However, that directory won't exist at all if the user has deployed the ZIP version from the beginning and wants to upgrade it.