Every time I try to download the game it will completely download then when I go to launch it, it tells me I have to re-install because the file "Engine.dll" is missing from my computer, I have tried this with my laptop and my PC and both get the same problem occurring.

Your Anti-virus ate it.
We have a whole Tech help post in forums self help. Here this will tell you how to fix it. http://www.aeriagames.com/forums/en/viewtopic.php?t=1170810

Thank you.