1. Are you trying to Run or Save first the program from the link/site? Dload files that are legit or recommended to avoid infections.
2. Is it a known compatible application/software for your system?
3. Is it an extracted file? Make sure the downloaded file is complete and try re-extracting if its a zip file. Since you are encountering this issue, I would suggest a resident antivirus,MBam and SAS system scan. Use Ccleaner(disregard registry options and use default).
!. first it says SAVE then it downloads then a box RUN appears when I click on Run it either Dloads or says: (a-program).exe is not a valad Win32 application and I can't install it
2. not sure i can answer that ( see note)
3. None of these files are zip files. I will have to check to see if I have the same problem with Zip files.
(NOTE)
here are a few examples of updates I downloaded from Piriform.com all are .exe downloads
ccleaner OK Dload & install
speccy OK Dload & install
defraggler OK Dload NO install
defraggler OK Dload NO install
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Malwarebytes.org OK Dload & install
fileseeksetup-2.1.0(2).exe OK Dload NO install
I hope this helps THANKS