Install issue; 'installation package could not be opened'

[Aenima]

I just re-downloaded this to install it again since I'm wanting some Roman action again I downloaded the files and put them in a separate folder, as the install guide says. But when I tried installing it, having made the install path, the computer mentioned something about a .msi file, so looking through my folder, I realised that the RS2.msi file was just a RS2 file, and the cab files didn't have the cab bit at the end either. I figured it was my firewall since, as the installer says, my .exe file had needed to have .exe written on at the end of it.

Anyways, whenever I try to run the setup.exe it says that

This installation package could not be verified. Verify that the package exists and that you can access it, or contact the application vendor to verify that this is a valid Windows package.

The thing is, if I run the RS2.msi file, it comes up with the install screen. Is it ok for me to use that to install with, or is there something that need needs to be done?


OS - Windows 7
RTW version 1.5 / BI 1.6
Not using steam


Thanks!

Edited (Brusilov): Removed some unecessary references to sexuality......

[Brusilov]

What folder options are you using? Do you have 'hide extensions of known files'?

Spoiler Alert, click show to read: 

That is the only reason I can think of as to why one file type did not have an extension and the others did. I always show the extensions so as to avoid the problem of making such a file as 'filename.msi.msi' which would then get an error......