This is a fairly common error. To fix it, you can try to copy your installer kit in the root of C:/ drive and try to install the application from there. Also, you can try to install an older version of the software first(if you have problems installing CS4 for example, it would help if you install CS3 first, for example).
You can also visit one of the following forum 1 or forum 2 for more informations.