Are you starting the install by double clicking the zxp file? or by using the install button in the CC Extension manager?
I recommend using the Extension Manager rather than double clicking the ZXP file.
download the Data Bridge ZXP File, make sure to save it to your computer, your browser may give the option to open it or save it, always select to save it.
Then go to the applications folder and open the Extension Manager CC.
In the Extension Manager CC, click the install button, then browse to the ZXP File that you saved.