What's the error message?

I had the same problem, I would click on the icon and then nothing.., although the Hard Drive would sound like it was loading something up..Are you running in Vista? I changed my account to an Administrator account, reinstalled it and then ran it again and it works fine now.

I'm not running vista. I'm on an Admin account. The message just says "Giants Error".

YIPPEE! iT WORKS! Trick is to right-click on exe icon and `unblock'. Then delete exe and download again. This time my download came up with an Administrator shield and has now installed successfully. Hope this works for others using Vista! Floorshaker

I had a similar problem. I have vista and downloaded the file and tried to install, but after about 10 mins of nothing happening I decided it was hanging. Went to restart the comp and at the last sec some sort of exception error occured.
I then changed the setup exe to run as administrator, and that fixed it.

I had the same problem as syn, and it drove me up the wall for days!
I eventually solved it, though. Go to this page:
http://giantswd.org/forum/viewtopic.php?t=1794
There is discussion of a similar problem here, and someone posted megaupload links to four .dll files. When I overwrote the .dll files in the game folder with the files linked to here, the game worked! Hope this helps you, syn!

That'd be even better if it didn't take 4 minutes to get all 4 files.
Wish someone would zip all 4 files together.

zephyrus256's suggestion to replace the dlls worked for me. Thanks dude.