While it would be nice to know what program you are trying to install since I don't know if http://www.dhisoftware.com/general/support/Installers.htm#Q4 applies or not, but its much to close to ignore.
This is not a Windows NT/2000 issue, but some installer issue. Take the above link as a good idea and if you need, research this more with this GOOGLE.
http://www.google.com/search?&q=uninstallshield
When I try to load a application. I get the following message. Setup has detected that the uninstallshield is in use. Please close the uninstallshield and restart setup. Error 432

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