Which utility are you using to download the files?
Edit:
Did REX send you physical media i.e DVD disks to faciltate your install?
When I had a problem with my initial download of REX two years ago, they sent me disks. The install should run smoothly from disk.
If you are trying to install from a download that was paused at any time during the download process, you may be getting the corrupted file error.
My experience with REX is that they are committed to maintaining a high level of support. I'm sure you will get your issue sorted out.
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