Intel (R) network connections failed installation error

I have a laptop that I use at home and it is running on Windows XP operating system. I changed the OS as initially I was on Windows 7, so I downgraded and installed all the drivers including the network drivers.
However, when installing the Intel network driver, I experienced an error message that popped-up as shown below. What does this mean?
Intel® Network Connections:
Installation failed. Missing or corrupted DxSetup.exe.
