I too am having this problem. I had it several days ago, and now when I've had time to try again it's still the same. I'm trying to install on an IBM laptop running XP Pro (SP3), which is a new installation freshly updated. I've downloaded using both Firefox (new installation) and IE7 (also newly installed and only used because of the comment above - I do not touch IE normally). On my main tower (Win2000Pro) I use DownloadExpress, but on the IBM I've not installed it yet - so didn't use it. I've installed SpyBot S&D with TeaTimer, and immunised and done a full run with nothing found. I have AVG Anti-virus installed (and updated) and run. I have never seen this message from Zone Alarm before, either on a machine of mine or on one belonging to friends. (I had to remove 860+ items of assorted malware from one belonging to someone who hadn't updated their AV for three years and who didn't know what a firewall was... About the only major thing they didn't have seemed to be CoolWeb.)
Update to above. I've just successfully downloaded and installed from http://download.cnet.com/windows/305...?tag=pdl-redir The file downloaded has a different number, including the version number, so I think there might well be a problem with the Zone Alarm server's file.