I can only guess, but here are some possible causes:
1. The download file is corrupt. Unlikely, but you could try manually extracting the files.
2. You don't have permissions. Right-click, and run the setup file as an Admin.
3. You have some junk in your temp files preventing it from extracting, so clean out your temp dirs.
4. You have a registry error from a previous, or failed install. Run something like CCleaner, and look for entries related to Intel Graphics.
You also should be able to install these drivers from Windows Update.