Okay, that was not the answer I was expecting. That and I gave my second thought a personal test, and the windows version I just grabbed doesn't seem bothered by being slapped into a pair of less-than-reasonsably long folder names I stuck onto the desktop. So unless you've really buried it, it's probably not a filename-length issue.
What platform are you running on by the way? Win, Linux, or Mac?
Edit: Ack, forgot to mention that I'd second trying to download it again (I know it'll be attempt #3, but at least it's not a large game), just maybe from a different host this time. If it borks again, maybe post what's in the traceback.txt to see what broke.