? Showing for Audacity

I recently downloaded 2.0.4 and it’s fine. But, now when I boot up, on my Dock in stead of seeing the Audacity icon I see a question mark.
When I click on the question mark an Audacity folder pops up on my desk top. Then a window opens and asks me if I want to open it, cancel it, or go to the website.
Never had this with other versions. Just had the icon on the Dock when I booted up.
Is there a way that I can have the same thing, just the Audacity icon on my Dock when I boot up?

What sort of Mac do you have?
Which version of Mac OS X?
Where did you download Audacity from? (the official download is here: http://audacityteam.org/download/)

I have a Mac Mini v 10.8.4.

I downloaded from the official Audacity cite.

Are you trying to run Audacity from the .dmg file?

Go > Applications > Audacity

Does your listing look like the illustration?

You may be missing FFMpeg and Lame, those are two add-ons, and your files may not say “.app.” I told the Finder to show me everything.

If so, drag your dock icon to the trash and pull a fresh one from “Audacity” (or Audacity.app in my case).

Screen shot 2013-09-10 at 11.29.28 AM.png