Error during installation

My issue is not covered anywhere on here, as far as I can see.
During installation I get the following message when it is about 90% installed:

Feature Transfer Error
Feature: Default Feature
Component: Civ4Component
File: E:\data2.cab
Error: Data Error (cyclic redundancy check)

Only option is to click "OK" and then the hole system shuts down and does not work.

Any ideas??