Can’t finish download IE 6.0 for ME

I downloaded the program to download IE 6 for ME. Whenever I try to download IE 6, about when it reaches 90%, it shows this error.

Setup was unable to install all of the components. Please close all applications and try running Setup again.

I turned off all of my firewalls and antivirus programs. I don’t know if SpywareBlaster is counted as antivirus program. I also closed all programs via Ctrl+Alt+Del except for Explorer and Systray.

Also, whenever I tried to install it again, this error shows up:

A previous installation has pending work requiring a reboot. You need to restart your computer to complete that installation before running Internet Explorer Setup. Setup will now close.

Am I doing anything wrong? Can you help, please?