Thanks for the reply, Joel. I think I found the problem. The installer download trips the anti-virus engine on the firewall (ZyXEL ZyWALL USG 200), which flags it as infected:
So, the firewall strips out what it sees as the infected portion of the file in transit. After that it's no big surprise that the resulting .exe doesn't run. I'll have to do some checking to see if this might be a false positive.