Are you clicking Save or Run? You should select Save and Save it to your hard drive. Don't try to run it over the internet. If you're using Windows Vista, be sure that User Account Control is turned off (click on Control Panel - Users - User Account Control). You can also try this link to download and see if that works any better.
http://www.pinpointtools.com/ppt/do...ESetup.exe Let me know if this helps...
Belinda