Download Error : File open error

PS I am sure that I tried turning off Avast the other day when attempting this, and I still got the error
However this time (2nd attempt) I tried using 'Run as' to run 'Start.exe' and I unticked 'Protect my computer and data from unauthorised activity'
That still got the error.
However I just did both (unticked and had Avast switched off), and I had SUCCESS
You can delete this thread, if you like
Rob

I have tried adding 3 programs (one at a time), and I keep getting this error -
Download Error : File open error....... and the link via Sourceforge to the program I had chosen

I am running XP Pro SP3 32bit

Thanks,
Rob
PS Does this forum have the ability for me to paste a screen capture ?