Why does the muse setup kit I downloaded from support.museglobal.com have a strange name and extension (efw)?
Certain kinds of Antivirus software automatically change the extension when downloading a file with exe extension via HTTP (eg. muse-win32.exe is renamed to muse-win32.1.2D0D17.efw). You should just rename the file to muse-win32.exe and run the executable.
More details about the .efw extension are available here: http://www.fileinfo.net/extension/efw