Are you trying to run the download from the download server, or are you saving it to the local hard disk, then trying to run it?
If you have saved it to the local disk and are getting that error when you try to run it, then I would guess you had an anti-virus program running during the download which corrupted the installer program.
It could just be a bad download. I would obtain GetRight (
http://www.tucows.com) and use it for your download manager. It usually will cure errant corrupt downloads as they download.
