Sometimes it could happen that the installer finishes in a few seconds. To solve that issue right click on the installer package choose extract to folder . You need a archive tool such as winrar,winzip,... etc to see an option to extract the installer package. When you have done that you will see a folder called bitdefender_internetsecurity_2008_32b in that folder you will find 4 files you have to double click on setup. Now the installation will work. If it still fails then run the uninstaller first. You can dowload it
here. Reboot your pc and retry.