When I d/l a program it will not install

Hi
I have windows XP and lately when I try to d/l a program (ie Avira, Limewire, Picasa etc) The Files extract and then it tells me that it can't open the files, for instance on Limewire it tells me that I need to D/L Java so I go to the website and d/l the program and it won't install.
I've tried to clean the registry did a Malware bytes scan, Antivrus scan and nothing seems to work.
Everything else seems to be working just fine. HELP!!

Do you use a download manager to download the files?

Not That I know of. I use what ever came with the computer. Can you recommend one that I can try?

Usually if you use download managers things like this happen.

What is the exact message which tells you that it can't open the files?