You could try using another browser to look at the link.

Anyway, here's what it says:

File Type Renamed Zip or Executable File Category Compressed Files Common? No File Description Compressed .ZIP or executable .EXE file renamed by CA Security Centre to have a ".efw" extension; typically applies to e-mail attachments scanned by Computer Associates (CA) antivirus software.

EFW zipped files may be opened by changing the file extension to ".zip" and opening the file with a decompression utility, such as WinZip or Stuffit Expander; executable files may be run directly by changing the file extension to ".exe" and opening the file.

NOTE: Do not open unknown e-mail attachments from non-trusted sources, as they may contain viruses or other malicious programs.

You can prevent EFW files from being created by temporarily disabling your antivirus software when downloading legitimate zipped or executable files. Program(s) that open efw files Mac OS Smith Micro Stuffit Expander — New Version: Save 10%
BOMArchiveHelper (included with Mac OS X)
Windows Corel WinZip
WinAce
PKZip
Bitberry BitZipper
Winferno SnapZip
TurboSoft AnyZipl
Smith Micro Stuffit Deluxe — Save 20%
Linux unzip
funzip
p7zip


So just try renaming the file to .exe & see whether it installs after that.

If you want to record your location so that it shows, go to User CP (top left next to FAQ). Once you're in the user cp, you can add your location by clicking on Edit Profile on the left of the page

I tried renaming to .exe but it still didn't open ...

so I bought and downloaded the Smith Micro Stuffit - and, would you believe, it arrived as an .efw, so I can't open that either!

I have a request in to Smith Micro support ...

Have you tried temporarily disabling CA security, then downloading the LW installer?