This error happens because you are running the installer from within the ZIP file package.
You cannot install any ORBX addon or for that matter any zipped installer from the original ZIP file.
You have to extract the content to a temporaty folder of your choice. (sample c:\ORBXTemp)
Unzip it with Winzip or WinRar
Once unzipped you should have 10 files on your temp folder, run the exe from there.
RamonB's post in FTX Global installer asking to insert disk #1 was marked as the answer