Try each of the following steps in the order listed until the issue is resolved: 

  1. Ensure you are logged in as a local administrator.
  2. Right-click on file, select Properties, on General tab, if you have a Security section which states "This file came from another computer and might be blocked to help protect this computer", then click box entitled Unblock and then click Apply.
  3. Reboot the server.
  4. Disable any anti-virus software and check your firewall settings.
  5. If you have Internet Explorer 7+ and trying to install on Windows 2003, please look at the following Microsoft knowledgebase article: You may be unable to run an executable file or a script file from a UNC path when you have Windows Internet Explorer 7 installed on a Windows Server 2003-based computer.