The reason that setup.exe doesn't start can be many. But I will try to give you ha checklist that you can work through if you end up in this situation.
- Ensure that the user account running setup.exe have administrator rights.
- Try the DVD/download one another computer. If this work you have eliminated that it's any wrong on the installation media.
- Start the task manager and check if any setup.exe is running. Sometimes under very special circumstances the setup.exe crash and will prevent any other attempt to start it again by staying running. If you find any setup.exe process kill them. And try to run the setup.exe again.
- Start the task manager and check if any msiexec.exe is running. This may happen when a windows update is running or that another installation process is running or have crashed. The best solution in this case is to restart the machine and check again and try to run the setup.exe again. In most cases the msiexec.exe process will be gone.
- If msiexe.exe are still there it probably mean that windows installer are running something. You can on your own risk try to kill all of those processes. The risk you take here is that you may end up with something half installed from windows update or other source. So it's recommended to run windows update after this to ensure its ok.