Yes, open [dolphin directory] /install/sql/v60.sql with your favorite text editor and check the first few lines and make sure that there are no --'s in front of SET NAMES 'utf8';

You may have a corrupt download or files. If it still does not work or there are no --'s in front of SET NAMES 'utf8'; at the beginning of the v60.sql then repost and let me know.
 
 
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