Could not open downloaded .pkg (Mac)

I downloaded setup.pkg for the Mac, but I was unable to open it.  (I downloaded it again and tried again just to be sure.)  The account I am using has Administrator privileges.

The error message was:
The operation couldn’t be completed ( error -1.)
Couldn’t open “setup.pkg”.
In the program’s log, it says:
Failed to verify data against certificate.
Invalid Distribution File/Package.

I have searched the Knowledgebase and Community Support but could not find anything relevant to this problem.

Perhaps my OS is too old?  I am running Mac OS X 10.6.8.  The app to open packages (the default app) is Installer (version 4.0).  Any ideas for something to try?  Thanks!