Same thing happend to me- URGH! Hope this helps ya:
At the top of the Playfirst website- click on your screenname. This will open account information. On the left hand side under ACCOUNT INFO click on VIEW MY PURCHASES and it will tell you the games you have purchased. You can then use your Unlock Keys to "re-unlock" the games you have purchased. Good Luck! My first time here-please rate me if it helped!
SmartiPanties.

Hi- hope this helps! Often times if the game has not been automatically placed as a shortcut on your desktop, it could be "waiting" to be selecetd in your start menu. Acces your start menu and you will see under Programs that your game is highlighted (maybe blue or yellow- depending on your system). If it is CLICK ON IT- this is your computers way of alerting you that a new programs and its components have been installed and that you need to clik it to activate it. If there is no program in your start menu or desktop- then perhaps your card did not go through or you have a firewall on blocking the download. Go back to playfirst to make sure and under ACCOUNT INFO click on VIEW MY PURCHASES and it will tell you if indeed you have purchased the game. If you have, and have uploaded it- then contact Playfirst for additional help. Hope I have been of service! My first time here-please rate me if it helped!
Take care, SmartiPanties74