This error doesn't appear on any of the gaming websites visited through Google while using "War Leaders: Clash of Nations errors" as search query. I believe this is an installer-related error and you should check the following:
If the game is installed on the system partition, right click it and choose Run as Administrator.
Right click the setup package and go to Properties > Compatibility. Select a previous version of Windows from the list and then launch it again.
Re-download the game because the installer might be corrupted.