Close all programs. Disable your firewall & AV. Re-download the update & save it. Install & make sure HM2 opens. Close HM2. Re-enable firewall & AV. See if HM2 opens & works - if it doesn't you may have missed something somewhere in exceptions or your security programs are too sensitive & some features such as heuristic scan may need to be switched off...
If the above doesn't work:-
What windows OS?
Is it Windows firewall or 3rd party such as Comodo?
What AV?