That's indeed very strange. These are the files you should see under the "slimKEYS" installation folder:
End-User License Agreement.txt
slimCODE.slimKEYS.AutoUpdate.exe
slimCODE.slimKEYS.AutoUpdate.ini
slimCODE.slimKEYS.Common.dll
slimCODE.slimKEYS.Common.xml
slimCODE.slimKEYS.exe
slimCODE.slimLAUNCH.Common.dll
slimCODE.slimLAUNCH.Common.xml
slimCODE.Win32.dll
plugins\slimCODE.slimGRAB.dll
plugins\slimCODE.slimLAUNCH.dll
plugins\slimCODE.slimLAUNCH.FileSystem.dll
plugins\slimCODE.slimLAUNCH.Passwords.dll
plugins\slimCODE.slimPASTE.dll
plugins\slimCODE.slimSEARCH.dll
plugins\slimCODE.slimSIZE.dll
plugins\slimCODE.slimVOLUME.dll
First, can you tell me what version of Windows you are running? Second, do you see a slimKEYS entry in the "Add and remove programs"? If so, can you try uninstalling and reinstalling it?
If you open the main slimKEYS window, and press the third toolbar button, do you see eight entries, each checked?
Finally, if you are installing on Vista, make sure NOT to run slimKEYS from the installer at the end, because this will run slimKEYS with admin credentials.