Cannot rename downloaded file from temp folder

I tried to download VLC player from internet. When the download was completed,I received the below error.
After I received this error, I double-clicked the downloaded file– it was not working.
I tried to download this file again and again, but I was receiving same error.
Can anyone tell me the solution? Urgent.

Error
Cannot rename downloaded file from temp folder (C:Documents and SettingsSHAHEEN IQBALApplication DataIDMDwnlDataSHAHEEN IQBALvlc-1.1.11 –win32_2vlc-1.1.11 –win32.exe) to C:Documents and SettingsSHAHEEN IQBALDesktop vlc-1.1.11 –win32.exe
