Final Fantasy XI vanadiel collection 2008

Hey there.
I bought FFXI from the microsoft market place and I cannot install the game.

I am currently running on win xp home

the issue im having is when i try to install the game it tells me that a file is missing, although the file is right in plain view but the installation file cannot see it.

I have tried DLing it 3 times and it still gives me the same error.

The file that is apparently missing is FFXI_Data.001

The game installs only from the HD as it is a DL and install program and the only files that are in the package are

FFXI_Data.001
FFXI_Data.002
FFXI_Data.003
FINALFANTASYXIVC2008

any suggestions?