This error is usually the result of an unsuccessful download. Sometimes an installer package will have appeared to have downloaded successfully, because no error message was given about the download; however, you will not always receive an error message when the entire file was not downloaded successfully. When you run the exe file, it has enough information available to start running, but it will only get far enough to provide the error message shown above. Since it does not have the complete file content, it will not be able to read the setup inititializaton file.
If you receive this error message, you will need to try downloading the file again.