I once had this problem. It's quite annoying, and took me four re-downloads to get it to work.
First off, uninstall all CrossFire components (except replays if you want to keep them).
Secondly, delete the old CrossFireInstaller.exe
Thirdly, restart your computer.
Fourthly, re-download a NEW CrossFireInstaller.exe from a DIFFERENT location.
Fifthly, re-install the NEW CrossFireInstaller.exe
Sixthly, restart your computer after it installs.
Seventh: wash, rinse, and repeat until it works.
Cheers, and I'm sorry that this error happened to you :-\