That error appears when there are not enough privileges to install the software (when using Windows 7/Vista). It means that you should run the software by right clicking on the package and choose
Run as Administrator option. If it's still not working, then check the location where the software wants to install its files and the target location is a valid partition with FAT32/NTFS format (you can check that by right clicking on the partition, go to properties and identify file system). In case you are trying to install to a new partition, then you should choose to format it by going into My Computer, right click the target partition and use
Format (Quick of Full, it doesn't matter, but full format is recommended). Another problem could cause the package corruption when you downloaded the software. In most cases, sites do not allow Download managers and they provide a broken file in order to stop these managers so downloading the classic way could be the solution.