"The signature of BGEEInstaller.exe is corrupt or invalid."
Internet Explorer sometimes gives false positives when scanning for errors, which can interfere with the proper download of otherwise safe files.
If you're using Internet Explorer, and you're seeing this message when trying to install your game, you can use the following workaround:
1. Click "View Downloads"
2. Right-click on BGEEInstaller.exe in the list
3. Select "Run Anyway"
Note that you should only perform these steps for files you download from Beamdog.com as a means to avoid the problem described above.