In case of problems with download of the msi file with Opera (the extension gets automatically changed to .exe), please go to Opera Preferences, Advanced tab, Downloads section. Uncheck the "Hide file types opened with Opera" option if checked. Find the "application/x-msdownload" category, click Edit and add "msi" to the list. Alternatively you can manually rename the file from "WinGDB-latest_trial.exe" to "WinGDB-latest_trial.msi". There seems to be a problem in some versions of Opera.