Subsonic not installing to menu on imac

[Glory41]

Hi
Have always run subsonic on a PC.
No problems.
Got a new IMac.
Needed more space and PC slow.
I downloaded subsonic for OSX and it installed the icon into applications.
When I click on it nothing happens.
(Don't see the headphones in menu)
What next?
Thanks
Dave
Can't live without subsonic




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