Cannot install program with *.scr files

So I was trying to install a game (Daggerfall - fully legit and legal, available free from the publisher).

I downloaded the files for dropbox, but there were errors with the extraction: it would not, or could not, extract "install.scr".

There is also a direct play version (i.e. without dos emulator). But when I try to install I have similar problems:

"C:\User\DAGGERFALL\INSTALL.SCR
An error occured while trying to rename a file in the destination directory: MoveFile failed, code 5. Access is denied
Press retry to retry"...etc., etc.

I checked on-line and read about trying as Administrator - I did that but it was exactly the same.

Any idea what could be causing my computer to dislike *.scr so vehemently?
(Also, I thought .scr was for screensavers, but it seems to be the extension for the install in this case - again this is a game direct from the publisher, not some random copy off the web).

Thanks in advance for any help.

Since posting I have been trawling the web for answers. Nothing definite, but I have an inkling where the problem could be.

.scr seems seems to be associated with more than one type of file. So screensavers and scripts(?) both use this...maybe I need to change the file association?

I saw people asking how to change back to screensaver after a CAD program changed the association. So in regedit they change the association back to "scrfile". In regedit in my machine .scr is already associated with "scrfile", so maybe I should change the association to something else. "Script"? I don't know.