If you are using Windows Live OneCare and you have been infected, but OneCare did not detect or cannot remove the malware, please contact support to report this and for help with removal.
How to reach support (FAQ) - http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
If you are in North America, you can call 866-727-2338 for help with virus and spyware infections. See http://www.microsoft.com/protect/support/default.mspx for details. For international information, see your local subsidiary Support site.
Without knowing what error you are encountering with the installation, and knowing the some malware can prevent successul installation and functioning of security software, your best bet is contacting support.
However, if you wish to tackle it yourself, first try removing the infection using an online scanner.
http://www.eset.com/onlinescan/
http://onecare.live.com/site/en-us/default.htm
Assuming that you were successful in removing the infection, then the following is a link to the general installation troubleshooting:
http://social.microsoft.com/forums/en-US/onecareinstallandactivate/thread/ba26b781-da18-4ce4-be8c-22647bd5d8fc/
-steve
Microsoft MVP Windows Live / Windows Live OneCare, Live Mesh, & MS Security Essentials Forums Moderator
