You can see this error on your desktop if you are using windows 2003 server and trying to install any file copied from some other server or desktop machine. There is nothing to worry about or waste your time to search from Google. You just have to right click the file and unblock it for installation on windows server. I would like to share the picture of this error so that everybody can make himself clear about it and then I will share the solution of this installation error.
If you are the administrator of the server and still you are getting the above error, you just need to unblock this installer file to install it on your server.