The problem was that the System Environment variables TEMP and TMP, which were identically set, specified a directory name that had an embedded space within it and this caused the problem. These variables were set in my case to: C:\Users\First_Name Last_Name\AppData\Local\Temp. So create a directory such as C:\Temp and set these environment variables to this new directory. You can also do this temporarily by opening up a command prompt end entering:
mdkir C:\Temp
set TEMP=C:\Temp
set TMP=C:\Temp
path-to-TurboTax-download.exe
