Re-download the file, or just don't use it because the file could've been bugged :P If you really wanna use it, try finding it from another website or post or thread xD
lol, if ur trying to use it on CA then stop trying...they patched it....but if ur not trying on CA then yea redownload it, extract it to desktop, and all that stuff.....cant remember if its a .rar file
EDIT: It can also be caused from MHS not responding......happens a lot on xp, i never have the problem on vista lol....but yea...try it a few more times then do wut me and the person that posted b4 me