Sorry, this might become a bit tricky. Try it like this: open setup.exe, and when you get the error, keep the error window open! Then open Internet Explorer, press Ctrl+O, and enter the entire path from the error window. So for example (you can add the quotes to be sure):
Code:
"C:\Users\Name\AppData\Local\Temp\7zSB00F.tmp\Fuluasha.hta"
The path will be slightly different, but hopefully Internet Explorer will still know how to handle the file (choose 'open' if it gives you a choice between opening and saving it). And if it does work, don't close the error window until the entire setup is finished.