Make sure your Firewall is not blocking it too, i have ZoneAlarm but it prevents the installer from running unless i add the file manually to expection list.
Happened with Beta too.
But as Sean says, you most likely need to redownload the thing.
EDIT right... it seems the file refuses to open still. Wonder what's the issue now... EDIT2 sorry 'bout kinda hijacking the thread, since i don't have the exact same issue.
EDIT Fixed the issue, i think. It was ZoneAlarm but MSE.