That's... weird. I've never heard of any issue even slightly like it. Nor do I know why the latest installer would behave any differently, or uniquely in this way.
Some ideas of things to try:
- Try using Desura to download and install the game.
- Try downloading the installer to a different hard drive or partition (if you have another).
- If you don't have another drive or partition, try defragging your hard drive and downloading again. Basically, I want to try and get the installer to end up in a different physical spot on the disk, or another disk entirely.
WARNING: If there is a bad part of your hard drive, I have no idea what the result of attempting to defrag would be.