Setup problematic? please help

[Install bug]
i uninstalled cf, trying to reinstall.
when I double click, right click, or try to delete CrossFire_Setup_v1052.exe, windows explorer freezes and crashes. Note that:
1. I''ve downloaded a second setup, same problem.
2. I''ve runned ccleaner, doesnt fix the bug. 3. Trying to delete the file with cmd.exe and it says access refused, evn though i have all the rights on my computer.
maybe the file is corrupted, but that means Both the setups i have are f*ed in the same way, which is improbable. please help?