Check your "Security & Privacy" settings to allow downloads from "Identified Developers." Step 3: Clear the Browser Cache
Live is a heavy application; lack of space will trigger a silent fail. Step 1: Use a Different Browser
Before diving into technical fixes, it helps to understand the "why" behind the error:
Overzealous security software may block large executable files.
Verify that you are downloading the version compatible with your (e.g., Live 12 requires macOS 11 or Windows 10).