Hi reddc,
Are you dial-up, or DSL, or . . . ? Does it download OK and show up like the picture does wherever you downloaded it? Can you put your cursor anywhere on the edge of the box, and drag it open further?
If no joy, some things to try:
1) Disable any Download Managers you may be using.
2) Try disabling any anti-virus software (right click on the anti-virus program's icon near the clock and select "stop" or whatever it may say. It will be re-started when you reboot.) and then try to download\install.
3) Have you cleaned your Cache, Trash, Cookies, History, and Temp Files?