The download shouldn't cut off halfway, and the reason why it might say it's not a windows application is either because the installer comes to you broken(non working) or that you are downloading something else.
A tip for you is to turn off any other computer or devices that might be using the internet at the same time, and in particular, turn off any programs on your computer that might be downloading or streaming things at the same time, anything that can lower your bandwidth pretty much.
Once that is done, MAKE SURE that you download from the link that's on the TOP LEFT provided in the downloads section. It should be called game setup. Once it's downloaded, just install it to your computer.
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If problems still occur, install something called utorrent and download the torrent file of the game instead, top right corner, it will make sure that your installer always comes out full and working.
