It shouldn't. I made the setup with Setup Factory 9.
Can you post a screen shot of the error for me?
I will also download it myself and make sure it works for me. I had a friend who had a problem like this on some of the other setups, it was his download manager. I had him download it from a different browser and it worked fine. Not sure if that is the same problem as you though, but might be worth a try

When you downloaded it did you download it directly or from majorgeeks?
Shane