This is an issue related to the installer software we use (InstallAnywhere). To remedy the problem, try the following:

1. Ensure that you have enough hard drive space to contain the decompressed files. You should have at least three times the size of the installer you're using.
2. Temporarily disable any anti-virus or firewall software.
3. Ensure that the user account under which you're installing has write access to any temporary folders on the computer. The simplest approach would be to use an account that has administrative access.
4. Re-download the installer. In some cases the installer file can become corrupted, which can cause this error. Adobe has a good FAQ on dealing with this: http://www.adobe.com/cfusion/knowledgebase/index.cfm?id=f8582407.