I have downloaded 'splunk-6.1.1-207789-x86-release' more than once but get the same error each time when running the install:
Error 1335. The cabinet file 'Data1.cab' required for this installation is corrupt....
Can you please confirm the size of the installation file that is downloaded?
I want to make sure that it isn't something silly on our side.
Are you downloading through a proxy? I have found in the past that large transfers through proxies often truncate, especially if they are third-party services providing malware scanning, etc, because the connection closes before they release the final packet of the download on a large scan.
Check to see that the file you downloaded is actually the size it is supposed to be. You should also download the MD5 sum and check the validity of the download, although not being a Windoze person I can't offer a suggestion of a tool that would do that for you without also installing something like Cygwin (a unix environment emulation for Win).
Actually, I take that back. A cursory Google revealed that Microsoft offer an "unsuported" command line utility for generating file MD5 and SHA1 sums: