1. "downloading" is typically the word used to describe the act of getting a file from the internet. I don't see this as applicable here unless you meant that.
2. The name of the program was omitted in your post as well as the "error message" in quotes.
Write a bit more so we can start.
Bob
I am trying to add a program to my computer and this error message keeps poppoing up and will not let me add the program. I am XP and I am loading it from a cd. The message ask me to close all programs empty my temp files and check my internet connection. I did all of that and it still gives me the error message....HELP!

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