Vista won't install any downloaded programs

I got a new computer a couple of days a go (fujitsu-siemens vista home premium 32bit, q6600@2,4ghz, 8800gt, 3gig 667mhz ram) and the problem is that it won't install any programs i download from the net. I've tried to install Winamp, Winrar, Messenger and videocard drivers but none of them will install. Only a message saying "-program name- has stopped working. A problem caused the program to stop working correctly" appears. However, programs from their install discs can be installed, like Crysis and printer drivers. The problem has occurred since the very beginning, and I've tried to reinstall the whole thing and turned DEP off but nothing works. I would be very thankful if someone had a solution on this.