Do it slightly different.
Highlight the 4 download file.
Right click any if the selection. A dialog will open, choose extract to Sonar X3 etc
It will tak a while but all the files will extract and you'll have 1 folder named Sonar X3 etc with one setup file and about 10 or so bin file.
Just double click the setup Sonar file, now extracting the files won't be part of the installation and things should run smoothly