It all would bring me back to your AV. The SFML packages ship with the examples as executable. Some AV might raise a false positive on them and thus blocking the whole unpacking.
Its not my anti virus, that im sure of.
How do you know that? Have you disabled it and tried again?
Yes. Plus it usually doesnt block files unless i specifically tell it to block that certain file.
Download it from another PC and copy it on a USB key 
The strange thing is, i get the exact same error on my other computer. What seems to be my only option left seems to be to download another version of sfml and/or visual studio.
I dont know if this is the problem or not, but my system isnt 32-bit, if that helps.
