Hi clementemoreira,
Welcome to the Sony Community!
We're sorry to hear that you're having issues with installing the PlayMemories Home software. Since you've already uninstalled the program, I recommend disabling the firewall and antivirus software of your computer before downloading it again. The error suggests that the computer does not recognize the file and is blocking it from being installed. Once you have it running, you can enable your security software again.
For further assistance, we recommend contacting the Sony Support Center in your region. Please visit our Sony Global Web site for information at http://www.sony.net/SonyInfo/Support/.
If my post answers your question, please mark it as "Accept as Solution". Thanks_Mitch