I suspect the instructions you copied and pasted are from the installation troubleshooter. I agree that One Care should check for conflicting programs before installation begins, not at the end but this information is available on the One Care website:
I have another antivirus or firewall program. Can I also install Windows Live OneCare?
No. Before installing Windows Live OneCare, make sure to uninstall any other antivirus or firewall programs currently on your computer. OneCare might not run, or it might slow the performance of your computer, if you install it when other antivirus or firewall programs are also installed on your computer. During setup, OneCare checks for common antivirus and firewall programs that are known to conflict and provides means for you to uninstall them.
The last sentence isn't entirely accurate because with some antivirus products installed the One Care installation won't get that far.
If you decide to uninstall Norton and install One Care it would be a good idea to use the Norton uninstaller before installing One Care - http://service1.symantec.com/Support/tsgeninfo.nsf/docid/2005033108162039