Can't Install Crossfire

I am using Firefox to download Crossfire and once it finishes downloading I click on it and select open. I wait for a bit then it shows up in the bottom for less than a second then it disappears. Any help please? I tried Mirror 1 but it said it has corrupted install files or something like that. I started trying the other and it showed up at the bottom for less than a second and then it disappears again.