Okay let's back all of this up because I think there is some missing information. Could you please explain your process of downloading and installing? Where are you downloading it from, how are you downloading (pc or bb)? It kind of sounds like it may not have been installed correctly or something. Can't say I have ever seen any kind of error message like what you are seeing. That's why I say something doesn't seem right.
I'm downloading it from BlackBerry forums, I click on the link that is there there, it asks me if I want to open it or save. I click on open and that's when I receive that message!!! This is from my Pc
I think you are trying to open the Over The Air (OTA) install on your PC, which isn't going to work. You need to use the BB browser on your phone to install it.
Open the BB browser, and navigate to the link below. It should ask you to download or cancel. Downloading it will install it.