Then I could run it, and that seems a tar auto extract app alas it wants untar on the HD with not enough place. So I used UltimateZip to untar it manually and get the install exe. I run it fine but after some time it says there's a bad transfert for Game Data and quit.
Weird if the download was corrupted untar would not work. I wonder if it worth multiple hours of download to try again and probably get the same result. Is nobody heard of problems like this?