You've posted to the Music Maker forum; is that the product you are trying to download and install?
What you initially download from the Magix website is a Download Manager whose job it is to download and then run the full installer package.
At what point in the install process do you see the error message? Which specific files are said to be missing? Does this message come from the Magix installer or from Windows? Which version of Windows do you have?
With this additional information from you it is possible that we, fellow-users, may be able to help you.