You could try the MediaFire download, it's a lot easier:
http://www.mediafire.com/file/7b69j3pe2u6d9x0/FHsetup1.15.exe
Firstly, you should try downloading the game from it's Torrent installation if you are not doing that already. The Torrent installation tutorial can be found here (https://feral-heart.com/smf/index.php?topic=56712.0). However, if that isn't working for you, then you should probably attempt downloading and installing the game from the Web download. That tutorial can be found here (https://feral-heart.com/smf/index.php?topic=56747.msg775438#msg775438).
Usually, the dll files you have listed, are related to missing or corrupt dll files. Dll error messages can appear during program installation, or because windows cannot properly load them, or has failed to load them properly on start-up. These certain files are external, it presents a great opportunity for something undesirable to occur at start-up or installation.
All I can suggest really is the following:
Suggestion #1: Uninstall FeralHeart and remove the FeralHeart folder completely, then restart your PC in order for your computer to 'refresh' and load properly. Don't try to open things as soon as you see your desktop, either.
Suggestion #2: Try to install FeralHeart again, using either one of the installations mentioned above. If one doesn't seem to do the trick for you, uninstall FeralHeart again (if you did successfully install it), and delete the FeralHeart folder and all it's contents again completely, then try the other afterwards. (You should also consider turning off your anti-virus for a short period of time as some can contribute to finding unnecessary files that aren't a danger to your PC, I found this happened a lot when I tried running an IT server Tigg had created).
Suggestion #3: If no luck, still, then try updating your windows by going to the start menu and searching 'Windows Update'. If nothing appears (very unlikely, but let's just be prepared), then direct yourself to Local Disk (c:) \\ Windows \\ system32 and run the execute named 'wuapp.exe' to update your current windows program.
Good luck to you, I will come back to update myself of any progress continued from this thread.
Just to quickly explain, that 'ad choices' re-direct page is just a page that the download link sends you to before you can continue to the actual download. Don't download anything on there as it's not needed. Just simply click 'continue' on the top right or left corners (where ever the continue link may be), and proceed to your download.
The available downloads (Web and Torrent) are available here (https://feral-heart.com/index.php?option=com_content&view=article&id=23&Itemid=40).
▸ Step-by-step Tutorial on how to install FeralHeart (version 1.15) through the Torrent Download can be found here (https://feral-heart.com/smf/index.php?topic=56712.msg775076#msg775076).
▸ Step-by-step Tutorial on how to install FeralHeart (version 1.15) through the WEB Download can be found here (https://feral-heart.com/smf/index.php?topic=56747.msg775438#msg775438).
We'll see if you find these helpful first before attempting a step-by-step tutorial here as they've already been created.