It seems to be an access right problem. I can't find the solution. I just try to grant full access (administrator) but it doesn't work.
Rather late in the day, but it might help someone else
I (just) had this problem - checking the temp folder showed the file was there, but any amount of trying failed. Then I "took ownership" of the temp folder and contents, and everything went fine. Taking ownership comes upon my x64 PC when I right click on a file or folder
Had a sneaky feeling the take ownership option was non standard - this link shows how to get it.
For completeness, here's the registry key which adds that
It appears you are running the program directly from the browser. Try saving the file first then right click the file and run as Administrator.
I also notice that the error box is referring to 4.0.8 while you appear to be installing 4.1.2. Hopefully saving this off to a download folder will clear that up.