I'd guess that the C++ installation file was corrupted during the download. My recommendation would be to delete your e-Sword bottle from Crossover's Manage Bottles menu (using the "-" key to delete), delete Crossover's installer cache, which you'll find here in a finder:
/(home)/Library/Application Support/CrossOver/installers
(whereas "/(home)" = your user account's "home" folder, or "/Mac HD/Users/[username]/")
Then, attempt another installation of e-Sword in the same manner. Crossover will be forced to re-download the installation files, and hopefully this time there will be no corruptions or problems with the files.