NSIS is the installer technology they use to install it -- a free analog to InstallShield, like. Maybe it depends on a local library that you don't have or something. I dinked with it a while ago, and don't remember, but maybe there's a diagnostic switch you can pass it that will log more verbose errors.
Or just post to their forums. Samurize is way too popular an app to be passing out broken installers and have no one notice.
