Alright ..... You dont tell us what Mac you have ie: Macbook, Pro, iMac ???
And what system you have ?? 10.4, 10.5, 10.6 ??
Have you got your system up to date ??
If you have try repairing permissions.
Applications>Utilities>Disk Utility ... In the left column click your HD then the repair permissions.
This might take a while to do if you havnt cleaned your system out for a while. Once done log out then back in and try installing again.
Just a note, the more information you give us the better chance we have of finding a solution for you ..
If you do this and still no joy in installing post back. But MORE INFO is a must