We see this issue reported from time to time, and mostly with Windows Vista users.
Typically this error means one of two things.
1. The application cannot install because you have insufficient privileges to install applications. This can often be corrected by running the exe using the "Run as Administrator" windows option. See point 2 of this knowledge base post for more details: https://planguru.zendesk.com/entries/21316357
2. The download file gets corrupted. Sometimes this can happen, especially if your internet connection is slow and your anti-virus software is scanning the file during the download process. Try deleting the exe file from your downloads folder and download the trial again. You may also want to consider temporarily disabling your internet anti-virus scan.