You don't have a Download problem, you have an Installation problem. The program that you're trying to install is not compatible with a driver or dll on your system and you get the terribly unhelpful message that "setup has stopped working".
To resolve your issue(s), you should review the event logs and determine if the problem was captured. If it was, then the cause will likely be identified, provided you can decipher the log. Two links that might help you get started with the event viewer: Open Event Viewer, Working with Vista’s new Event Viewer.
If you're able to ID the problem dll then simply search the internet using the name of the dll (name.dll) and determine what program uses it. You'll then know what program/hardware to update or uninstall. Alternatively, you can visit Microsoft Update and ensure that your system is fully up to date, then visit the website of your PC manufacturer and install any updates they have for your specific PC, and finally install any updates for any components/software you installed and for any peripherals that are, or were, connected.
Note: do not use those "Fix DLL Errors" websites. Most do nothing but load spyware and malware.