If this is the same problem as several others have had, this is what Jenny advised on an older thread:
Try right-clicking the CognitionEpisode2Setup.exe file and choosing Properties. On the General tab near the top, it should say CognitionEpisode2Setup.exe
If it only says CognitionEpisode2Setup without the .exe on the end, change it so it says CognitionEpisode2Setup.exe
It will ask if you really want to change the name and give some warning about it not working, but go ahead and change the name. Then try running it.