Sheikh,
The download gives you a ZIP, which MUST be properly un-zipped into an TEMP ( c:\temp\) location. Then you need to run the file. If you are getting error's during the UN-ZIP that means the download files has issues and you need to download it again.
Also try running the file on another system to make sure it is working. You also need to determine if the problem is with the Windows Server &.or the download file.
Regards,
Ajay