Please pay close attention to the output from your installer. Read all dialog boxes, requests for user input, and output text carefully. If your installer fails please record the complete and exact error messages that are generated including any error codes. This info is required for full analysis of your problem.
To create debugging output of what's happening during a Windows installation, you can have the setup.exe program log its activities to a file. This is particularly useful when you have some unknown error during installation. To trigger logging, you'll have to launch setup.exe by using the Run Command mechanism. Go to the Start menu and select Run... and in the Open: entry box, enter the full path to the setup.exe along with the appropriate logging options like so:
C:\temp\setup.exe /v"/Lv C:\temp\installer.log"
Pay close attention to the syntax of this command. The spaces, quotes, slashes, and backslashes should all be entered in exactly as shown. C:\temp\setup.exe should be replaced by the real path to setup.exe on your system. The file C:\temp\installer.log is where the execution logging output will be stored.
If you have problems executing the shell archive installer, you may download a compressed tar archive of the installation kit which you simply gunzip and untar. Then you can run the install.sh installation script and complete the install as described in the installation guide notes for Unix.