I'd disable any anti-virus software you have while installing and updating Lighting 2D.Make sure your system is up-to-date with any updates from Microsoft by clicking on http://windowsupdate.microsoft.com
I presume IE is your default browser and that you have administrative privilege and that you are running on a 32bit machine - either XP or Vista.
If you still have problems after trying the above, please let us know the specific error you get and when and we will try and diagnose the problem further.