Installation error.

Installation error.

JQuery was recently recommended to my for doing some animation of photos in the header of my web site. However after downloading I start the install process and get the following error almost immediatly.
 
Windows Script Host
 
Script:       C:uDaveAppDataLocalMicrosoftWindowsTemporary Internt FilesContent.IE5M8G6K5AUjquery-1.4.2[1].js
Line:       16
Char:       1
Error:       'window' is undefined
Code:       800A1391
Source:     Micorsoft JScript runtime error
 
I am running a 64 bit Toshiba with Windows 7 Ultimate, I also have Expression Web Suite 4, Visual Studio 2010 and Office 2010 Ultimate.
 
Any help greatly appriciated.