At first blush, I would suspect a bad or corrupt installer or download.
Otherwise its a problem with that computer's registry permissions.

Easiest thing to try would be to re D/L it from a different server.
If not that, then check:
     a.  Click Start, click Run, type regedit in the Open box, and then
click OK.
     b.  Click the following registry hive:
     HKEY_CLASSES_ROOT
     c.  On the Edit menu, click Permissions.
     d.  If SYSTEM is not listed in the Group or user names list, click
Add, make sure that the local computer name appears in the From this
location box, type system in the Enter the object names to select box, click
Check Names, and then click OK.
     e.  Click SYSTEM in the Group or user names list, and then select the
Full Control check box under Allow in the Permissions for SYSTEM box.
     f.  Click Apply, click OK, and then quit Registry Editor.

This is from: http://support.microsoft.com/kb/315353/en-us\   Having delt
with this headache before...

How are you doing?
-James