I had the same problem, but managed to install it using the setup.exe
tool by following the steps described below. However, the simplest
thing to do is just untar it manually into "/" and it should work OK.
The comments below are provided to help diagnose the problem.
I think the problem is that the tar package is not correct, or at
least not setup.exe friendly. If you list the contents of the original
file (tar -tf ...) and the one I got working, the difference is that
the original file doesn't list the directories. That is, the contents
were:
// original tar file
usr/bin/ccmake.exe
usr/bin/cmake.exe
usr/bin/cpack.exe
usr/bin/ctest.exe
...
// repackaged tar file (by me: tar -cvf ...)
usr/
usr/bin/
usr/bin/ccmake.exe
usr/bin/cmake.exe
usr/bin/cpack.exe
usr/bin/ctest.exe
...
Apparently, setup.exe doesn't like that.
So to wrap it up, what I did was I untared and re-tared the package.
But then to get setup.exe to accept it as valid I also had to compute
the size and md5 sums of the new file and put these values in the
setup.ini entry for cmake.