Error when installing Enterprise Gateway

I am trying to install Enterprise Gateway, but right after I execute the downloaded file I get this error

System.UriFormatException: Ugyldig URI: Der er angivet en ugyldig port.
   ved System.Uri.CreateThis(String uri, Boolean dontEscape, UriKind uriKind)
   ved System.Uri..ctor(String uriString, UriKind uriKind)
   ved Microsoft.DataProxy.EgwInstallBA.PrecheckViewModel..ctor(MainViewModel main, WizardViewModelBase prev)
   ved Microsoft.DataProxy.EgwInstallBA.MainViewModel.DetectComplete(Object sender, DetectCompleteEventArgs e)

I only have the error message in danish, but I hope someone can help me anyway.

Additional info:

OS: Windows 8.1 Enterprise

Tried running the installation as Administrator and tried moving the file to another location, but I keep getting the same error.