If you receive a message that the file you downloaded is not a valid Windows or Win32 application, the setup was unable to find the msi package or has a bad CRC, or is the wrong size, then the file was most likely damaged during the download, or has otherwise become corrupted. The solution is to download a fresh copy of ZoneAlarm.
Be sure you remove any previous copies of the download file first, so that you have only the new download, and then re-download your product. You may need to disable any download manager if you continue to have this problem.
Also ensure that you are not running a download manager or accelerator at the time of download.