Of the files you have downloaded, double click "FFXIFullSetup_US.part1.exe". You will be prompted to select a folder in which to decompress the files. If you are satisfied with the destination folder, press the button to decompress the files.

The downloaded files are compressed and must first be unzipped. Make sure all other applications are closed before beginning this process.

* To change the destination folder, select "Browse" and choose your desired folder.

Once the decompression process is complete, a folder named "FFXIFullSetup_US" will be created in the destination folder. This subfolder contains the client installer.