I think you need to re-download the package as sounds like it`s corrupted during download.
The latest compiled installer can be found here: http://dofgame.com/download/Installer.zip
And here are some mirrors.
Make sure the file you downloaded is AT LEAST 2.5 GBs in size.
Also I would recommend downloading free WinRar to extract the files - this also might be the cause of the problem http://www.rarlab.com/download.htm