Sounds like your TEMP folder needs some cleaning. Normally installation programs will use your Temp folder as a place to expand all their installation files. In a perfect world the installer would clean these files up when it's done, but that's not always the case.

To work around this just delete all the files in your TEMP folder(s). I run a batch file every night on my machines that does this automatically:

CD "C:\temp"
del /q /s /f *.*
CD "C:\Documents and Settings\bill\Local Settings\Temp"
del /q /s /f *.*
CD "C:\Documents and Settings\bill\Local Settings\Temporary Internet Files"
del /q /s /f *.*
CD "C:\WINDOWS\Temp"
del /q /s /f *.*

Are you installing "live from the download ..
if so dont ..
download to a folder ..
run the set up exe from there ..
does this happen no matter what install program your new apps are using or just on "installshield"
( if so you may want to run a very detailed scan disk to make sure you dont have some "semi files" fighting over who does what ) ..
also which doze are you on

running defrag prior to any install will help ..and makes apps run faster once they are installed as they dont have to hunt and pick for their ressouces later when they are running

and almost every install will tell you to close all other running apps before proceeding ..if you want the installs to go trouble free ..do it!

second what bill says about cleaning your temp files

I actually tried deleting the temp files. That was my first thought as well. I've tried all of the temp files you listed and it still does the same thing.

As to how I download it, I always download the install file and then run it.

So, I've emptied every temp file I can find and even redownloaded the install file and I still get the same results.

Very odd.

I had the same problem in 2002.
I recall creating a new Folder, moveing the .exe into in, and then installing ok.
But i can also remembering doing a Format, and clean install of XP around the same time.
Try running some cleanup utilities + refrag to see if it helps, but you may have a corrupted OS.

Hah...go figure.

I download all my install files to the same folder before installing so I can keep track of them. Moving the install file into a new location before running it fixed it.

You've just got to love Windows sometimes. ;)