I can't install Pillars of Eternity - as soon as I try to run setup.exe, a folder opens which purports to have the setup.exe file in it, and has a weird message at the top telling me to click on it. If I do, however, I get a message saying "Installation cannot proceed without the required file," and nothing works from there. Help!!

Hello !

1) Have you downloaded all the files ? (one.exe and some .bin)
2) Are all those files in the same folder ?
3) Are they corrupted ? (clic on "options" in the bottom left of the launcher and check the box to scan the integrity of the files) If some are corrupted by download, you have to download it again.
4) Have you launch the main setup or a patch setup ? (to apply only after complete installation)

I hope you'll find the solution !

You should not have a "setup.exe" file, you should have three files, and they should be named:

setup_pillars_of_eternity_2.6.0.12.exe
setup_pillars_of_eternity_2.6.0.12-1.bin
setup_pillars_of_eternity_2.6.0.12-2.bin

They should all be in the same folder with full access priveliges, and the drive containing your %TEMP% folder must have plenty of spare space.