Did you download/save it to your Desktop > Right-click on its setup.exe > Run as Admin?
You also may have a corrupted download.
See if these Programs might solve your problem, including the Windows Cleanup Installer(try it again):
http://support.microsoft.com/default.aspx/kb/290301
“Description of the Windows Installer CleanUp Utility’
Warning The Windows Installer CleanUp Utility is provided "as is" to help resolve installation problems for programs that use Microsoft Windows Installer. If you use this utility, you may have to reinstall other programs. Caution is advised. We recommend that you do not use this utility with 2007 Office system products. For help removing installations of 2007 Office system products, click the following article number to view the article in the Microsoft Knowledge Base:
http://www.revouninstaller.com/
“Revo Uninstaller helps you to uninstall software and remove unwanted programs installed on your computer even if you have problems uninstalling and cannot uninstall them from "Windows Add or Remove Programs" control panel applet.
Revo Uninstaller is a much faster and more powerful alternative to "Windows Add or Remove Programs" applet!
With its advanced and fast algorithm, Revo Uninstaller analyzes an application's data before uninstall and scans after you uninstall an application. After the program's regular uninstaller runs, you can remove additional unnecessary files, folders and registry keys that are usually left”
CCleaner is a freeware system optimization, privacy and cleaning tool. It removes unused files from your system - allowing Windows to run faster and freeing up valuable hard disk space. It also cleans traces of your online activities such as your Internet history. Additionally it contains a fully featured registry cleaner. But the best part is that it's fast (normally taking less than a second to run) and contains NO Spyware or Adware!
Cheers.
Mick Murphy - Microsoft Partner