Ugh! How frustrating. Unfortunately it sounds like the installer is corrupted, so you need to delete it (and search for / delete any Al Emmo files that might still be lurking on the computer) and try again.

The fact that it's happened more than once sounds like there might be temp files left over from the first time on the machine.
Sorry about that. Try downloading the setup file directly from this link:
http://files.telltalegames.com/games/Al_Emmo_Setup.exe. This will bypass the download manager that our site and the checkout process use, just in case that's what's causing the problem. Where did you download it from the first time?
When you install the game, you will need to click "I"ve already purchased this" on the first game screen and enter your order number and password to activate the game. We can provide you with this information if you don't have it handy.
Please let us know how it works.