VLC 2.06 installation error?

[Svenzz]

http://imgur.com/Ac4njfV

I'm getting this for every file it tries to install. What am I doing wrong here? I was trying to update and it said I to uninstall (I wasn't paying the most attention) so I did.
Am I just being dumb or is this a bug? I've tried deleting and redownloading new installers and looked to see if VLC was still installed but it wasnt.
What do.

[Lotesdelere]

Either a ghost instance is still running in the background, reboot your computer and try again or try to install with admin rights.