When I first tried to install the game, I'd never encountered anything like it before. Its a big process. My recommendation is to download all of the different parts first into their own folder. IMO that not only makes it easier, but you can also save them for later that way too if you ever need to reinstall the game. Then once you have every one of them, at that point you can start the process of unzipping them. It might take a LOT longer than other games, so be prepared to let it run for a while.
