Do you still have X1 installed?

If so try rebuilding the ini. file in X1.
Not at my recording box now but I know it's in the 'preference' menu, (you'll have to click 'Advanced' to see it.) 
Not sure it'll help but it cant hurt.

Maybe you used something in X1 or perhaps another DAW that installed a rewire dll. 

Have you done a search for the rewire dll.?
Maybe you can find it and delete it.

Just tossing out random thoughts here.

Mike 

Make sure your hard disk isn't full.

Oh and if you installed X2 then went and deleted X1 that could cause problems too.
From your OP I don't think you did that but if you did that may have caused the issue.

Mike 

Bad  hd sectors?...just another thought.?..new eh?...well it does happen...Just saying.

We had a member think X2 wouldn't install when it had.

You are only clicking on the first file right? You are not trying to install all the downloaded files one after the other right?