Since you are using Windows Vista, the installer is being blocked by the OS. You can unblock it by right-clicking the installer and going to "Properties > General > Advanced" and select the "Unblock" option. If you try installation after that it will work as expected.
Thanks for getting back to me. The file goes into my downloads folder. When I left click, a little circle appears for a second or two, and then nothing. It does not launch.
It's Service Pack I.
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Which installer file are you using? The online/web installer, or the offline/full installer? Posting the name of the file will tell me which one you are using.
The installer is failing to launch because Vista SP1 lacks support for sha2 digital certificates, which the installers use. You'd need to update to at least Vista SP2, which does support sha256 digital certificates.