Installation Process will not start.

This happens all the time with me, I don't know about everyone else:
Everytime I download CrossFire_Setup_v1058_xfire.exe and right click on it, major lag occurs in the desktop[This does not happen with other shortcuts or programs on my computer!]. when I click, the whole computer freezes on me and I have to force it to shutdown. When I double left click on the icon, it takes a long time(approx. 5 Mins) to finally show a dialog that asks if I would like to run CrossFire_Setup_v1058_xfire.exe and to be cautious about it because it has nothing to confirm it's publisher. I click run, and it takes another long period of time(approx. 10 Mins) before the dialog in which windows 7/vista ask if I would like to allow CrossFire_Setup_v1058_xfire.exe to access my computer apears. I click allow and yet again a long period of time accurs but this time the installation process never starts, I did wait about an hour or more until I had to turn the computer off in order to get some sleep.

System Information:
OS: Windows 7
CPU: AMD Sempron(tm) Processor LE-1300 2.30 GHz
RAM: 1.25 GB
Graphics Card: NVIDIA GeForce 6150SE nForce 430

Please Note:
All other programs I use do not lag as much as this one! During this, I started up Paint.NET and it loaded faster than this program, so it's clear proof that it's the program lagging not my computer.