Are you sure you really downloaded the last version of the installer ? Try to clear your browser cache before trying it again.
That message can happen if you have a *new* version of the scenery, but with an older version of the bglmanxdll/dat files. But this should never happen, because the current installer (if you have it), always downloads the correct dll/dat files from the interenet, so it's 100% sure they are the current version as well.
However, the online update might fail on certain circumnstances, like your firewall blocking our setup from getting online access, or the antivirus blocking the dll mistakenly thinking it's a virus.