Antivirus software (McAfee, Norton, Avast, Bitdefender) aggressively scans any .exe created in a Temp folder. Sometimes it blocks the creation altogether.
A background service or third-party application may be locking the Temp folder or conflicting with the installer.
If you downloaded a ZIP or RAR archive, don't run the setup from inside the archive.
This is the most common fix.
If you see the error again, proceed to the next step.