Yes, it could be malware, but it could be an automatic update from Microsoft, or Flash Player, or Adobe Acrobat Reader, or your antivirus, or any other software you have installed. For example, I recently had Avira antivirus do an automatic program update request and I let it do so, but I am familiar with the program so I wasn't concerned. If you didn't notice which program was attempting to install, try looking through the settings on your installed programs and see if any are set to automatically update.
And if you want to check for malware, click on the link below and run the scans mentioned, in the order they are listed.
“Expand” the post titled: "Please try this" at the link below:
Hope this helps.
A couple minutes ago, I noticed a small window popped up and it was going through the files on my pc. I hit cancel but neither window gave me any information for what was being installed. I got a message that said installation cancelled and then one that said, failed installation. How do I find out what they was running and how it started? Now I am baffled and scared. Thank you