After extracting the zip file, when I try running the setup file, the system shows me this error given below. What do I do?

It looks like either the extraction from the zip corrupted the setup files, or else that the zip got corrupted in downloading. Either way, might be worth exploring and downloading the installation archive again and un-zipping that, and then try installing from that again.

Actually I think it is his AntiVirus software.

Seems some security companies find it easier to throw the baby out with the bathwater instead of doing the real work, and thus assume that anything trying to write to folders under Public Documents (a perfectly legal folder to store data) can only be nasty ransomware trying to encrypt all of the user's documents and data.

So they block access, but worse, they do it silently instead of warning the user - with a big red warning dialog - about what they are doing so he is at least aware that something fishy *might* be going on (or why exactly his favorite software is failing to update itself).

What AV software are you running?

Yeah, I vaguely thought it might be AV related, but the error message threw me a bit as it seemed to imply a problem in finding the file in the install archive....