I worry every time someone says "the correct website" or "the official site" because many times they've had the wool pulled over their eyes by a malware peddler.
What URL did you get the installer from? Can you provide a screenshot of the error?
Also, just in case the issue is so simple, please note that when you click on a Forge download link you are taken to a site shows ads, on that page click NOTHING but the skip ad link that takes a few seconds to appear in the top right, everything else is ad.