While I was instaling the game I got an error message, the image attached is an screen cap of the message
I clicked retry and got other messages, unfortunately I forgot to take an screen cap of them.
Still the game installed and seems to play properly.
Should I be worried about that message? anyone else is experiencing this?

I don't know about other people getting that error, but I do know what that is. The installer failed to create a configuration entry (or file) for the uninstaller. It won't effect gameplay at all. The only issue you might have is the uninstaller not working properly when you remove the program.

Something might have prevented writing the ini-file.

Shut down all anti-virus software and security suites. You can go offline meanwhile, in case you feel unsafe.
Re-install the game with administrator rights (right-click "Run as administrator")

Without a proper installation you might experience problems uninstalling the game. I'd try re-installing it over the current version (except you've installed additional mods).

I just downloaded and tried to install the Witcher 2 and got the same error message. Atfter I clicked continue without that INI file a few more error messages appeared but the Game was installed.
Now I can open the Launcher but not start it.
I try to reinstall it as Admin now

**EDIT **
Well it didn't work out and I still got the INI error Message and after that this: "Unable to execute file: (path to redist.exe) ShellExecuteEx failed; code 127.

I uninstalled again and will delete all download parts and reload it from GOG...