Error reading setup initialization file is what I'm told after downloading software

I'm a first time user, not overly savey on the computer.  I have been trying to down load a software program from a company I'm working with.  I first downloaded it from a CD. My computer asked if I wanted to run or save...I ran, then it said it couldn't find the publisher, did I still want to run....yes.  It loaded it.  However, when I open it and tried to download the updates, I got the "Error reading setup initialization file" mesasge.  I talked to the company.  They gave me a link to get an updated version from.  I downloaded it.  Again, when I tryto even open this one, I get the same error message.  Am I overlooking something obvious in my computer that is disallowing the proper setup?

Dell Dimension 3000

Windows XP Home Edition

Intel(R)Celeron(R) cpu 2.66GHz

512MB of memory

Intel(R)82865G Graphics video card

Thanks.