I figured out why the download failed and installations fail with IOTA, since no devs came to help (really reassuring there 
):
If you have an anti-virus like Avast, disable it temporarily before you download and when you install the wallet.
That fixed my issues, maybe it will help others.
):If you have an anti-virus like Avast, disable it temporarily before you download and when you install the wallet.
That fixed my issues, maybe it will help others.
A good advice, thank you very much.
I guess the trouble is caused because the exe is not signed. To sign an exe for windows is not much effort and it would help against fake wallets as well. I was really shocked when I downloaded the first IOTA wallet and there wasn't even a hash to verify the exe!