I've moved your post to the Install/Activate topic folder.
Your red X is from the Windows Security Center. You are downloading and trying to install Windows Live OneCare which is a subscription product for Antivirus/Firewall/Tune-up/Backup. The error you are encountering indicates either a problem with Windows Defender on your PC or the Windows installer service. It can also be caused by trying to install while infected with certain malware that disables core services in Windows.
If you are encountering the error and the PC is not infected, see this KB article for a possible solution:
http://support.microsoft.com/kb/930162
Or contact OneCare support for help with the installation.
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve
