You have to unarchive the lha file before you can run the game. Either right mouse click the lha file and select "Extract" or "Extract To..." to unarchive whole lha or double click lha archive once and copy "Hurrican_1.0.0.4" directory to your games directory (by using right mouse button menu and "Copy" or just drag&drop the directory to another).
After you've unpacked it you can start the game by doubleclicking "hurrican" file in the directory.
