It's highly possible that the operating system you use lacks compatibility with the application you're trying to install. From what I've seen, the software is not compatible with Windows XP, and that could be a reason why it wasn't installed properly. I recommend choosing something else that's free and compatible with all the Windows versions.
Download CutePDF Writer: http://cutepdf-writer.software.informer.com/
Note: I have tested the application on Windows XP, 7, 8, 8.1, and 10 (32 and 64bit) and it worked normally without errors.