Did you download
both archives? If so, something went wrong with decompressing them, or your downloads themselves are corrupt -- download the files again.
It sounds like the file Install_MiamiDx.info is missing or corrupt. .info files contain icon image data and other information about how the system should handle the file. If a .info file is not present, the system assumes the file is an executable and brings up the window you described in order for the user to add command-line arguments or simply execute it in place.
But Install_MiamiDx isn't an executable. It's a script intended to be run by the tool called "Installer". Install_MiamiDx.info contains the information that would automatically pass the script on to Installer to run it, so the absence/corruption of that file would result in what you described.