How long did you wait? I didn't have any problems installing the game under Vista, except for taking awhile for the install to start (several minutes), and finish (after the progress bar had reached 100%), and update the PhysX drivers. Part of the problem may have been because I was installing it off a USB drive, or that the laptop didn't quite meet the minimum specs for the game.
You should also shut down all non-essential programs (especially anti-virus) before starting the install, if you didn't try that the first time.
Using the freeware program
Hash, I generated several checksum values for the demo file, which you could use to check if the download itself was ok (though I didn't play much after installing the demo, since I was just checking if a laptop could run it acceptably). Usually a corrupt download will give an error trying to run it, though (ie 'not a valid Win32 application') and Gamershell zips demos to include their own info file, so any corruption for your second try should be caught when you extract the demo.
Divinity2_DEMO_EN.exe
Size: 1899606195 bytes
MD5: 38AB814823786B69566BE9D2821021AF
SHA1: 01161A1375F5EE3BB215753E40DD1DCDCEFFD3A7
CRC32: AC709172
