UltraVNC

Update: On the Windows XP machine, I had told him to download the file by right clicking, choosing "Save Target As...", and downloading it to the desktop. (In Internet Explorer)

When I told him to to just single click the link, then choose "open" instead of save, it worked.

I have recently seen this same error on two different computers.

The first time it happened on a Windows ME machine and I searched on the error a bit and tried clearing the windows temp directory in case it was a corrupted download. This didn't work.

The second time it was a Windows XP machine.