The game is not installing because either your computer doesn't meet the minimum system requirements or the installation package is corrupted. Firstly, in order to fix the issue, check the minimum system requirements for GTA 2:
- Processor: Pentium 200 MHz or above;
- RAM: 32 Mb RAM;
- VGA: 3D acceleration with 8 Mb RAM;
- DX: DirectX 6.1;
- OS: Windows 95/98/2000;
- HDD: 70 Mb of free hard disk space.
Personally, I think that you're using a computer that runs a newer Windows platform. In this case, I suggest you install the game using the Compatibility Mode. Right-click the installer, select Properties and navigate to the Compatibility tab. Check Run this program in compatibility mode for box and select a compatible platform from the drop-down list. Click Apply and then OK.
