Compatibility issue? You might need to run the installer in Winows 7 Compatibilty mode.
First, you need to use Windows Explorer, navigate to the disc > right click on start.exe (providing it's the same as it is for my copy of the Just Flight 737 Pilot in Command) > select Properties > click on the Compatibility tab > in the Compatibility mode, checkmark the box next to "Run this programe in compatibilty mode for:", the select Windows 7* from the dropdown list beneath that sentence > then in the Settings box, checkmark the box beside "Run this programe as an administrator > click Apply > click OK

Now. Double click on the start.exe, select Yes when the publisher unknown box ask you if you want to allow this app from an unknown publisher to make changes to your device. It will start like before, but hopefully it will complete the install.

*  If Windows 7 doesn't work, try Windows XP (Service Pack 3).