Something like that was complained about when the game source was from a crack site.
Try a source like Steam.
It happens with older games for now only Fallout 3 and GTA:SA so when i run the installation it loads and then turns off the installation and when i look in the default folder of the installation it install by itself and the install does not show. My systems is win 7 64 bit 4gb ram
Nvidia GeForce 8500 GT 512 mb
Intel Core 2 Duo CPU 26550 2.33 GhZ
What i tried:
-Setting in compatibility mode