What does it want to install?
Do U have any trouble in Right click My computer>properties>Hardware>device manager?
Anything with ! mark?
A. It needs a driver for something.
B. You canceled something when installing a device.
C. U had something that U don't use anymore( like printer, camera, etc.) and U have leftovers in your PC. In that case U can see in device manager and remove/disable it.
Or look here:http://support.microsoft.com/kb/938596/en-us