From the screen capture I can see that it's Vista so you'd need to run it as an Admin (like ChuckTs said).
That error will also come up if you have a bad/currupt/scrambled/partial/etc. download. You might want to try downloading it again.
If it was me I'd:
1) Download the installation file again.
2) Disable any antivirus and/or firewall software (McAfee, Norton's, etc.)
3) Extract the file to a specific location. (IE, don't run it from WinRAR. Have WinRAR extract it to the desktop or some other location then run it from there).
4) Run the installation file with Administrative privileges.