Matin, can you post a screen capture of the error?
Is it giving you an error while downloading the files or while it is installing?
If it's occuring while installing, what are your system specs?
Do you have anti-virus? While most don't cause problems, this may contribute.
amd a10 7700k quad core cpu @ 3.8 ghz
16gb of 1600 mhz ram
amd r9 270x gpu with 2gb gddr5 256-bit
Given your response, I'm guessing it downloads fine but won't install...
Well, your graphics card may give you a problem should you be able to get it to install.
What OS are you using? If it's not a Windows Pro or Premium version, SolidWorks probably won't load easily, if at all. Do a search on here for other installation posts. I seem to recall someone having similar problems.
Matin, what does the installation say?
If you open c:\users\<user account>\appdata\roaming\solidworks\installation logs\<solidworks version>\
-and open the SummaryIMLOG_<datecode>.txt, and search for the word "Error" or "Fail", you'll be able to find an error code and short explanation near the bottom of the log. If the error isn't clear then, there are additional installation logs in the Other Logs subfolder of the Installation Logs\<Solidworks VErsion> folder.
Take a look and let us know what it says.