Sounds like he already did that, slarta.
I think you should try downloading again with Firefox or another browser that has a download manager. If you already have try it again anyway. There was a problem when X2 came out with the file extensions but I think they fixed it and it was isolated to IE. If it still fails maybe contact support to see if they can send you new download links. Maybe their server chewed up the files somehow. Their server are notoriously buggy.
Also you should email tech support with as much detail about your system and the problem you are having. If you can include screenshots of the errors. Make sure you use the actual tech support email so you get the proper form. It will generate a support ticket number. Then give them a call on a weekday (toll free if you are in the US) and reference that ticket number. That way they can bring up the info on their screen which will save time and avoid confusion.
All the contact info can be found here.
http://forum.cakewalk.com/tm.aspx?m=2153831 Welcome to the forum.