To execute Algovisor tool you need to log in. Use e-mail and password which you use to log in to the algovisor.com.
Algovisor can connect to two different data providers: Rithmic (http://www3.rithmic.com/) and CQG (http://cqg.com) or you can get quote data by using NinjaTrader platform (http://ninjatrader.com).
You should download and install CQG Trader before using Algovisor with CQG data provider. You can download CQG Trader from http://cqg.com/Support/Customer-Education/Getting-Started/CQGT.aspx
Try run NinjaTrader and Algovisor as an Administrator. More information you may find here http://windows.microsoft.com/en-us/windows7/how-do-i-run-an-application-once-with-a-full-administrator-access-token
Log in to the algovisor.com and download Personal private key, which will be available after subscription payment. Select key.cpr in dialog window.
Algovisor tool was originally created as tool for trading order flow analysis. You can't create Exchange orders using it.