I downloaded the first part of 3.9 GB for 4 hours. Then i saw it downloaded as a VLC Media!! The first setup starts normal but the second is a VLC Media. What can I do now? Please help :(

That's most likely because it's a .bin file, and VLC recognizes it as part of a .bin/.cue (movie) which it's not - so no worries, the installer should read that file fine... It's just VLC that has asked Windows to associate VLC with .bin files even though they're not always what VLC thinks they are :D

.bin is just a popular file ending for general binary data ;)