In addition to what Khosro says, make sure you have downloaded the entire file. The "XYZ is not a valid win32 application" usually indicates that you have downloaded a corrupt package and it's incomplete. Try to verify the final result using a hash or something like that or make sure what you downloaded matches the file size-wise. If you're downloading  something behind a proxy, it's been my experience that sometimes packets are dropped and what you get is not always what you expected.