How are you doing this download install? Is this a download of Premiere Elements 12 from Adobe as the tryout or purchased product?
If that is the case, did you indicate during the process that you wanted an automatic opening after the download? When you do, the extraction process automatically follows with the rest of the procedure to successful install.
If you saw a flaw in the download process itself, then you could try another browser for the download.
You might want to start over. If you have purchased a serial number, then I would consider contacting Adobe Chat to work through the install and activation specific to your purchase. You can use the following link
When the link opens, use "Downloading, installing, and setting up" category and click on "I still need help." to bring up Adobe Chat.
Please let us know the outcome.
Do you see a zip file downloaded? You should rather be getting an .exe & a .gz file with your download. After finishing the download, please run .exe file, which would uncompress the .gz file at the location of your choice or at the default location. Then browse inside of the setup files extracted and run setup exe file to initiate installation.
Please feel free to reply back incase the problem persists.
Looking forward to your follow up.
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