If it acknowledged it was a 'Installation package', it is not the same problem another user had earlier this week (not knowing what to do with a MSI file)
Corrupt is my #1 guess. This could be from the ISP (cache/filter) or your Antivirus silently
fixed 
a suspect file. Delete that file and use the of the 'secure' Alternates listed below the main download link (stops ISP caching)
BTW 64 bit or 32 bit