Playing minecraft offline?

Ok so i bought minecraft and im tired of always opening my internet to play it so i decided to download it when i clicked on the first link for downloads (i have windows) it popped up a window that said windows file association and it didnt recognize this MIME type so i tried the second download which works and opens up the game for me offline but as soon as i close the game window i cant find it anymore and have to redownload it offline so im just wondering what i can do so i can play it offline without having to redownload it everytime