Have you tried downloading and installing it from the Trend Micro Site instead of from your CD..?
Another thing you can try...This is a long shot but if you are using IE as your browser...Check the settings in security...I would only recommend this if the CD is from the manufacturer.
"In Internet Explorer, from the Tools menu, click Internet Options.
In the Internet Options dialog box, click the Advanced tab, and then scroll down to the Security section.
The Allow active content from CD's to run on My Computer and Allow active content to run in files on My Computer check boxes provide the ability to disable the Local Machine restrictions for CD-ROM content or for local drives, respectively.
**Note: The Allow active content from CD's to run on My Computer and Allow active content to run in files on My Computer options were enabled to enhance security in Internet Explorer. Disabling them should only be used as a last resort."
If you do change the setting..I would recommend changing it back afterwards...http://support.gateway.com/s/software/microsof/sHARED/xpsp2/7513002su67.shtml
Post back let us know....!