What's wrong with my cactus?

I just bought a little cactus, only a couple of inches tall, about two weeks ago. I went on holiday, so I haven't watered it, but when I came back it had deflated. I've watered it until the water came out of the bottom and then moved it to another window (facing South-West I think), but it's not doing anything and there's brown liquid on the top of it now. Can I save it???