|When you next want to download split it into two parts so that we can see where it is going wrong:|
When you download do not use "Run". Instead "Save" the file somewhere. This is the download phase - let us know if this works.
If it works then double click the saved file to start the install and let us know if this install phase fails.
This method is a good one to use at all times - it means you are not on the web during the install, and gives you a chance to check the file for viruses.
Give us some idea what you are downloading, preferably with a link - the above is based on guess work.
Always pop back and let us know the outcome - thanks