Hmmm, I don't know what the issue could be.
On my own ancient PC, it often takes a very long time after I open a large, 1 GB+ install file, for the installer to actually start, sometimes up to five minutes.
I don't know though... I wish I could be more helpful, but I'm really at a loss.
Oh! Have you tried asking for help at
http://fiestafan.com or
http://fiestahq.sparkonlinet.net yet? Those guys really know the game.