Maybe you are installing it with the GUI (e.g. just clicking on it), and I have found that I get the same problem as you with most of the RPM's I download, so I much prefer to use the CLI...
Instead try this:
> Download the RPM
> Go to the Command Line (Terminal)
> Type "su root" and then enter your root password when prompted
> then type "rpm -ivh [the name of the package you downloaded]"
> Hit enter, and watch it do its thing
(It will alert you of any errors here much better as well)