Intel Active Monitor Software

I went to www.intel.com/design/motherbd/active.htm and downloaded their motherboard monitoring software. It looks very slick and is free, and I believe that monitoring CPU temp , etc is very important. I cannot get it to install. I first right clicked on the icon and went to properties and found that it was blocked. I unblocked it yet the install wizard just locks up. I cannot even get windows to close. I have to shut down the computer manually by holding the off/on button. I have also installed the McAfee Security suite--firewall, privacy suite, virus-scan, spam,killer. I don't know if this is the problem or if it just doesn't work.  I have a Dimension 3000 PC. Any help will be very much appreciated.

 

Thanks,

 Rich