VMPlayer will not install.

Hello.
I have the setup file for VM workstation. For some reason, Im just not able to run it.. Its not just with one setup file. I had about 3 versions and Im facing the same problem with all of them. Sometimes, the do u want the following program to make changes to this computer window opens. But then, if I clik run, no response. Sometimes this window also doesn't come. Im not encountering this with any other setup file. Was wondering if I can get any help on this here?

Thanks in advance.