I keep getting an error message that file is incomplete.
Sounds like it may not have fully downloaded. We had a few technical issues yesterday with the demo link on our website that should be sorted out by now. You should be able to get it on the QFI game page on our website: www.infamous-quests.com
You can also try downloading it from one of our mirrors--here's one that worked for me just now.
http://www.indiedb.com/games/quest-for-infamy/downloads/quest-for-infamy-demo-windows