I start digging on Google, and I founded a article about my problem, which suggest me this:
"Go To www.dougknox.com
In the left hand column, click WinXP fixes
Then in the list that comes up, click File Association fixes
Then in the next list that appears, click EXE File Association Fix
Good Luck Peace out"
This not solved, my problem, but I found something intresting, which actually worked:
- Right click to the setup file
- Choose porpertis
- And under there, in the bottom (on security), you can find a button which name is my language "Tiltás feloldása",(I don't know what's the name in English the Google translate popped me this:"lifting of ban", but I dosen't find any usefull result for this, but here the screenshot from this button) and click for it, choose ok, after that you can run this file.
Unfortunetly, he still need to do this with every single setup file, I dosen't find solution for this, but he finaly can install a program.