Install Engine problem

Hi-

I'm trying to install Lime Wire and just as its downloading the file "INSTMSIA.EXE" it keep flashing this message "An error occured while downloading the file www.installengine.com/msiengine20/instmsia.exe. What would you like to do?"

Then it gives me the choice of "Retry" or "Cancel" but just pings when I "Retry" so my only choice is to Cancel.

Do you know how I can fix this. I have Java installed if that's any help.

TKS