I downloaded 3 files – allinon1, rubeta358f (the Russian language pack), and a DLL file (I don't remember the name) for the game to run under DirectX 9. After that, everything worked fine. The installation directory is D:\heroes3. So, either try changing the installation path (although I don't think that will help) or download the files again, as it's likely that the allinon1 download was corrupted. The archive itself is 100% working; I checked it myself.