Typically, from Windows Vista and above, you have to run installers as Administrator to prevent them from giving errors. Therefore, right click the setup package and then choose Run as Administrator, then follow the instructions and accept any warnings given by Windows.
There is also the possibility that your package might be corrupted which means that you have to redownload it.
Download the latest version (6.3.56) from the following link: http://nokia-software-recovery-tool.software.informer.com/download/