The driver downloads are a compressed file. The contents are extracted to a location on your Hard Drive. After completing the download and extracting the contents you must find the folder and kick off the installation by hand for a Full software solution.
Driver only files do not automatically install. Instead you must use the tools on your OS to create a new printer object and point the print driver wizard to your downloaded directory. From there the OS will create the necessary connections and allow you to contact your printer for printing.
If there is truely a problem with your machine being able to execute the installation then perhaps you should try downloading to a different computer and testing it in that enviornment first. That way you can determine if the problem is on your primary OS or some step you are missing in the proceedure.