A specific error message would be a bit more helpful, but I suspect that you are trying to install on a PC that does not meet the requirements for the operating system. Windows Live OneCare will only install on Windows XP SP2 or later (32 bit only) or any flavor of Vista.
If your PC is running one of these operating systems and you are encountering installation errors, see this post -
http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=1588602&SiteID=2
And you can contact support, if desired.
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve