I'm fairly certain this is one of those "No really, it's me not you" issues I had all the time while dating - but after uploading the zip file (that I downloaded from the links off the elgg.org homepage) - I received this:

The file you uploaded, elgg-2.1.2.zip, contains a virus so the upload was cancelled: {HEX}php.exe.globals.401.UNOFFICIAL FOUND

And just as in my dating days I have no idea what I did wrong! (I know I did it - just tell me :)