I solved the problem. I was getting this error message: "(filename) could not be saved, because the source file could not be read."
I did a Google search on the above quote and found that dozens of others have had the same problem with downloads (downloads in general, not only this one).
Solution: simply change the name (or delete) the file "compreg.dat".
Now I am the proud "owner" of eZ publish and hope that I can get it up and running!