SDK Installation

[Stephanie Waite]

Hello,
I am trying to do a web install of Microsoft Platform SDK for Visual C++
2005 Express Edition.  When I try to install it I get the error 
"This installation package could not be opened.  Verify that the package
exists and that you can access it or contact the application vendor to
verify that this is a valid Windows Installer package"

I have downloaded the latest Windowns Installer version, I ran a Windows
Installer clean up, and I also tried installing it with my Firewall turned
off.  
Any help would be GREATLY appreciated. 
Thank you!