Coelocanth: False positive. What AV are you using?
hercufles: mcafee
McAfee is notorious for false positives, especially with some games like this. McAfee left my Icewind Dale II program alone, but insisted the setup program was a virus and kept quarantining it. That was relatively easy to deal with, but with Temple of Elemental Evil it was much more annoying, as it continually quarantined the main executable. The only solution I came up with was to restore the program from quarantine (dig through McAfee menus to find it) then TURN OFF active scanning while playing the game. Not sure if this will help if you're having install problems, but maybe you can work around it somehow. The only other option is to uninstall McAfee, which if it's your only anti-virus/firewall I don't recommend. I've certainly been tempted, though...