I know this can happen if the file hasn’t completed downloading yet when you attempt to open it. Sometimes the file can even get corrupted when this happens. Plus the file is a good size and MacBook Air relies on the speed of whatever wireless connection you are on.
I’d suggest trashing that file, downloading it again from the site (http://help.thomson.com/default.asp?portalid=tsc&refid=TS_ENINSTALLFAQ7)and watching the Download progression bar (usually in Tools / Downloads or Window / Downloads).
Once it’s done, move it to the desktop and open it there. Then you should be able to follow the instructions from the other post.