after downloading windows ver. iPhone Configuration Utility nothing happens or pops up

I need to change the apn on my iphone 4s ios6 and i have tried downloading the iphone confiquration more than one time and get the same results each time. After downloading nothing happens it's like i did not even download it it's there in the hard drive but it won't do anything. Is this a prob anyone else having or is it my comp. plus i still cant change tha apn on my factory unlocked iphone 4s help please!