Not sure why you should be getting this sort of error message. It downloads and installs fine for me on my Windows 7 system. Where are you downloading it from? The two recommended sources are the official calibre site at
http://calibre-ebook.com/ and the sourceforge site at
http://sourceforge.net/projects/calibre/
That error message suggest that in some way the download is getting corrupted. Do you have access to a different computer for trying the download - sometimes a corrupt download can be cached which means you keep getting it. The other possibility is that in some way your anti-virus software is getting involved - you could try temporarily disabling it to see if that helps.