Cannot run the setup/installer

I recently acquired a pretty nasty spyware and I came across this program. I downloaded it today after a few attempts, and this is the message I get when I try to run the setup. ewido-setup_4.0.0.172c:

NSIS Error

The installer you are trying to use is corrupted or incomplete.
This could be the result of a damaged disk, a failed download or a virus.

So I deleted the first downloaded file and started over. When I tried to download the program a second time....the setup file will instantly appear on my desktop. Apparently the setup file is not downloading properly. Do you guys think I have a virus? Is there some way that I can download run this program?

I know that this post might seem confusing, but I am a newbie at removing this bug from my computer.

 

Try download the micro scanner:http://download.ewido.net/ewido_micro.exe first and scan/delete with this, it will start with downloading the signatures, as soon it is finished a "Start scan" button appears. The to download the full program after this scan.