Hi Anthony,
It sounds like the archive install file hasn't downloaded properly. I just downloaded the file from SourceForge to make sure it works and it does for me.
What I would recommend is to turn off any download optimisers before downloading and then click on the first green button in the page
http://pcgen.sourceforge.net/03_get_pcgen.php
When you get the file, could you check that it has a file size of 20,957Kb (21,459,726 bytes). This is the size of the file that I downloaded and installed successfully.
If the files size is still incorrect, SourceForge allows you to change your download server. I'd recommend trying a different one to the default. If that works, please let me know which one gave you the corrupt file and I'll report it to SourceForge.
Cheers,
James Dempsey
PCGen Code SilverBack