Yes, I agree seeing your screen shot, I don't think it is a corrupt download. I doubt that the ocx or dll files are the problem either otherwise MM wouldn't have made it that far either I doubt.
Unfortunately, the error message you are getting is not specific to any single error, it is an error that is displayed if any error should occur during the procedure for opening the *.mte files and is there to stop MM crashing in the case of such an error. There is no way for me to know exactly what might be causing the error without being able to reproduce the error myself and trap it inside the code editor. It is like looking for a needle in a hay stack.
Does the rest of the program operate correctly? Are you able to create quick missions with MM? If you are able to create missions have you tried saving the mission as a Mission Mate file *.mte and then reopening it?
It is baffling to me.