Can't install anything

Hello, Everytime I download something it works fine until I try to install it. I keep getting a message saying that my installer is probably corrupted. I really don't know what to do from here. My windows xp installer is on and working, I check for viruses and everything everyday. Just bought a new 500 gig external hard drive. What do i do to be able to install anything. I would also like to know how do I make my external (e drive) my default drive. I bought this computer second hand and I just found out the original hard drive is only 10 gigs. No wonder I keep running low on space. So I went out and bought a new external WD hard drive but still have trouble downloading cause everything automatically goes to c drive. Can I make my e drive my default drive? Thank you. Please, somebody help me.