https://www.google.com/search?q="Invalid+Distance+Code" points to an error given by Java, caused by some invalid file in the setup program.

Since you don't tell the source (download from Matlab site, CD, torrent) it's impossible to tell what to do, except:
1. Try this source on another PC. It could be an error in the RAM of your PC, for example.
2. If the same error occurs on another PC, contact their customer service to get a better copy.

Kees