Plex deletes itself?

I know it's a long shot getting an answer but I am still gonna ask.

I recently started messing with my XBox 360 again and found out Plex was available. As the marketplace has already closed, I downloaded a copy from digiex.net and saved it to a XBox 360 formatted USB drive.

1st problem: so the app is able to start ONLY when I am not signed in to my profile. Then I can sign in when the app prompts me to and mess around with app to check which media I have on my server works.

2nd and bigger problem: the app is gone after one use! No matter where the app is saved, whether on the USB drive or on the internal hard drive, the app is just gone!

Is it because of DRM issue? Anyone encounter similar problem with Plex or any other app?