1. TRY REMOVING OR PAUSING YOUR AntiVirus - Usually the antivirus will remove the EXE file and put it in QUARANTINE folder. SO check your ANTIVIRUS as last measure to fix an THIS APP CANT RUN ON YOUR PC ERROR Dialog Window. You can reenable your antivirus afterwards.
2. Make sure you don't have a 32bit download on a 64 bit computer and vice-versa