Try each of the following steps in the order listed until the issue is resolved:
- Ensure you are logged in as a local administrator.
- Right-click on file, select Properties, on General tab, if you have a Security section which states "This file came from another computer and might be blocked to help protect this computer", then click box entitled Unblock and then click Apply.
- Reboot the server.
- Disable any anti-virus software and check your firewall settings.
- If you have Internet Explorer 7+ and trying to install on Windows 2003, please look at the following Microsoft knowledgebase article: You may be unable to run an executable file or a script file from a UNC path when you have Windows Internet Explorer 7 installed on a Windows Server 2003-based computer.