Are you saving the file locally to your machine, or running directly. When you click to download, you will be given a choice. You will have better luck if you save the file locally to your machine. Then you have a chance to run it after the download. When the download finishes, check the size of the file to ensure that the download was successful. It will be around 450+MB.
I don't understand when you say you 'don't want to Extract files'. Extraction is part of the installation. All it does is unpackage the installation files to a temporary location so that it then can be installed.
I downloaded the program and saved it on my laptop. Now I want to install the program,
it starts to extracting the files and then stops.It say that the files are corrupt.I have windows Xp on my machine. I downloaded twice because I thaught it didn't downloaded correctly, but both are the same.