Ryzom

After I open the ryzom-installer_060928 I click the Install button and an error apears saying "Errors encountered while performing the operation Look at the information window for more details" and the "Information Window" says "The archive is either in unknown format or damaged
Cannot open C:\Documents and Settings\ZH\Desktop\ryzom-installer_060928.exe" what is going on? >.<

That error means exactly what it says. The download is damaged.

Make sure that your system is virus/spyware free.
Also make sure that you are using a browser that supports pausing/restarting downloads or use a download manager.
You should also think about downloading large files to somewhere other than your documents folder. Having multigigabyte files in your profile really makes it hard for Windows to shut down/reboot properly.

Try using the Bit Torrent download as it is more robust and tolerant of network glitches.