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Installation file does not run.
If you get an error when you run a downloaded file, your download was interrupted and you only have part of the installation file. This can happen if your Internet connection is broken, even momentarily, during the download process. Unfortunately, Microsoft's Internet Explorer does not give an obvious error warning when this happens. You can only tell from the downloaded file size.
If this has happened to you, download again. When this dialog appears, note the size of the file to be downloaded.
When the download completes, check that the downloaded size is the same:
If the size shown in the Download Complete dialog is smaller than the one in the first dialog, your download was interrupted and you need to do it again even though Internet Explorer says "Download Complete".