EDIT: paranoid edit deleted

Assuming you completely removed any previous version of pandora, the parsing package usually manifests as a result of a corrupted file. Downloading onto a desktop/laptop, extracting the apk, moving it to your sdcard and installing via one of the file explorer apps should alleviate that problem, but it sounds like you've tried that.
First, I'd recommend you try a different browser. If you have some crazy addon(s) in your current browser like a very strict add/java/flash/download blocker that might screw up the download somehow even though it appears to download the file correctly.
Also, I'm not sure what you're using to unpack the apk, but I'd suggest just using the free version of winrar which you can download directly from the winrar site. It will eventually start asking you if you want to buy the full version when the program starts but all you do is click "no" and you're still good to go.
If you've tried all of that then perhaps it's your phone/version of android that's the problem. I'm not sure if Pandora is compatible with all version. What phone/version are you on?