I’ve tried selecting different locations just to install an exe file (nullsoft v2.46) in windows 11…but it still not giving me option to select a location. (Ok button is unusable)
So, first off - NirSoft 2.46 is 14 years old. Seems odd.
Next, you don’t mention the URL that you’re attempting to download this from.
Google led me to this “official source” - https://sourceforge.net/settings/mirror_choices?projectname=nsis&filename=NSIS 2/2.46/nsis-2.46-setup.exe.
Downloading it, I found that the SHA-256 hash of the file was
69c2ae5c9f2ee45b0626905faffaa86d4e2fc0d3e8c118c8bc6899df68467b32.Looking at Virustotal, https://www.virustotal.com/gui/file/69c2ae5c9f2ee45b0626905faffaa86d4e2fc0d3e8c118c8bc6899df68467b32/, it tells me that only Crowdstrike found it “greyware”, which is a non-statement.
The file being disappeared means that there is likely something sus with the file and some type of protection on your machine is auto-nuking it. I’d move on to a more reputable source (perhaps above) or something way more current.
I’d choose the latter over the former.
Good Luck!