The different icon suggests that you're probably downloading it, or something else, as a different filetype. Maybe an internet shortcut. I can't really give you a clear answer here as I'm not too sure myself what is going wrong. However, make sure you're doing the right thing.
Are you clicking the correct download link? It looks like
this.
The thread containing this download link is
here.
If you are already doing this correctly (probably the case) then I'm not sure what could be going wrong, maybe somebody else does and can help us.
I have put the zipped file of XWoM Version 2.0 in a dropbox folder, you can try and download it from there if you have no luck here.
https://www.dropbox.com/s/dm6oz35efphva8s/XWoM_v2.0.zip