If windows is asking what program to use to open the patch, then it does not recognize it as an executable. This may mean the download was corrupt (though usually that results in a different error), or simply that your browser renamed the patch and removed the exe extension. It should be named 'BeyondDivinityEnglishPatch1.32.exe', though anything ending in .exe should work.
Select the patch, then single click on the name to check and change it, if required.
For the patch that will not install, did you reboot after installing the game? If you have Windows XP are you using an account with administrative privileges? The game creates a registry entry on install, so the patch can find the install path. If you moved the game after installing it, or renamed one of the folders, you will have to change the registry entry.