Not a valid Win32 application

I saved cav-installer, and when I try to open it (because when I save it, it won’t do anything afterwards, I’m assuming it’s not supposed to, but my computers has been useless for years ) I get the win32 error message.
I have a Compaq, purchased 2004 (and I fantasize about shooting it daily).
It’s windows xp.
If you need anymore information, ask. I am not aware of protocol, and I’ve been hunting after a solution for too long into the night.

r u running 32 or 64 bit OS?

CIS requires SP2 for XP to be installed. What service pack is installed on this computer?

Given that it is from 2004 and it is an OEM computer for home users I assume it is a 32 bits version of XP. Is that correct?