Error message when installing Gateway

Hi Power BI Gurus!

I am having trouble installing gateway. Following error message is appearing at the and ot the process:

System.ComponentModel.Win32Exception (0x80004005): The system cannot find the file specified
   at System.Diagnostics.Process.StartWithShellExecuteEx(ProcessStartInfo startInfo)
   at System.Diagnostics.Process.Start()
   at System.Diagnostics.Process.Start(ProcessStartInfo startInfo)
   at Microsoft.DataProxy.EgwInstallBA.ProgressViewModel.ApplyComplete(Object sender, ApplyCompleteEventArgs e)

Can you please help?

Thanks,

Dariusz