What is it you're trying to do?
PPT 2003 isn't downloadable -- well, it is as part of the Office 2003 Pro
trial, but, generally speaking, it's not downloadable.
You seem to be downloading the PPT Viewer. You cannot open EXE files from
within PPT, though, and I'm assuming, based on the error message you
mentioned, that's what you're trying to do. If you open My Documents, go
find the EXE file and double-click it, it should install.
I don't know that that will get you where you want to go today, though.
If you're looking for PPT itself, try this, from Where's PowerPoint?
http://www.rdpslides.com/pptfaq/FAQ00280.htm
a.. Click Start
a.. Click Run
a.. In the Run dialog box, type POWERPNT.EXE
a.. Click OK
a.. If you have PowerPoint, you'll see it start up.
a.. If you don't have PowerPoint, you'll see a message saying something like
"Windows cannot find POWERPNT