Yeah, there were supposed to be more files. I didn't think it needed the other's in the first download, but maybe I was wrong.
I tried this on a separate machine (it was actually a Windows Server 2003) and it worked fine.
As for why it's still crashing for you... is there anything different about your system? Like maybe you're using a d: drive instead of a c: drive?
Ooh, one thing I didn't think about... do you have the .net 3.5 framework installed? I would think it would give you a message if you didn't, but maybe not.
If you're not sure and don't know how to tell, this page can tell you:
Get the .NET Framework Fast - Download the smallest .NET Framework Distribution possible