When I installed the stuff on the download, the .exe was corrupted or something. It asked me if I wanted to launch the .exe after installation, I clicked yes and then it gave a random error message and then deleted or did something to the .exe.
Seems like your anti-virus is acting up. Please refer to this guide: http://forums.maplesaga.com/index.php?threads/maplesaga-has-a-virus.2268/