Once you download the executable, create a text file in the same directory. Copy the signature into that text file, and save it. Then rename the text file to and try again.
OK thanks that worked. I guess the way I was trying to verify was not correct. Thank you both TryNinja and DireWolfM14 for your help.
I wanted to be extra careful because I got a popup on my Electrum when I sent some coin saying I had to update then came here and saw all the messages about people getting phished so... you know.
Thanks.