Your security software is most likely preventing the installation of the program.
Try temporarily disabling your security while unzipping/installing (there's no need to disable while downloading) and then re-enable the protection when installation is complete.
If that doesn't work then you'll need to boot without the security software loading (or just boot in "safe mode with networking"), unzip and install the program and then either activate your security or reboot normally. If you're using Kaspersky then you'll have to use this option.
It's probably too late to install the program but "PDF to Word" programs are offered rather frequently.