I would try 2 things.
First, redownload the installer and try again. Its exact file size should be 1.60 MB (1,684,992 bytes), as reported by Windows File Properties. If yours is a different size it's probably incompletely downloaded.
If installing from a freshly downloaded version still fails, I would try clearing the Temp folder. It sounds like there may be some old files hanging around in there. It's also possible a previous install didn't finish itself properly. I believe if you do a web search you'll turn up lots of discussion on this issue and how to fix it.
- Oshyan