Attempting to install downloaded file on XP SP3. Get an immediate "file must close" message

John, Have a look @ this article (http://avgclick.me/AVGtechnical).
AVG Guru

Attempting to install AVG Protection on XP SP3 gives me an immediate "file must close" message. What am I missing?

John, Have a look @ this article (http://avgclick.me/AVGtechnical).
AVG Guru