Windows 7 - Cant install PhysX SDK

I want to play mafia 2, but when i try to start the game it says to install PhysX SDK, i downloaded it, but cant install it, because it says that its corrupted, but my friend tried it on xp and it installed, i also installed physx 9.09.0425, but it didnt help. Im having tons of troubles lately and its really heavilly getting on my nerves, please help

You shouldn't have to install Physx anything as it should have been installed at the same time as the game was installed from the game disk or ISO if a digital download.

Only reason I can see for it to not install is if there was an option to install it when installing the game, and it was declined. Or it isn't a legal version of the game.

Thats correct as I didn't install Physx when i installed Mafia 2 as the option was unticked and I wasn't sure, but when I went to launch the game it installed then on its own and all works fine.