From your screen shot it looks like you have the Installer on your desktop, but not the actual files that will be installed. All the installer does is tell things where to be copied, so you need to have the whole package in one directory.
Extract the AIR Creative Collection again, and this time leave everything in the location into which it is extracted. Meaning, the installers will be in the same folder as the payload/files
Like this
Attachment 2904