Install wont start

[Fresk]

Hi, today I bought a retail copy of Penumbra: Overture, but when I try to install it the installer just wont start.
All that happens is this, i put the disk into the computer, it start making sounds etc, and when i look at the disk-reader in "My computer" it shows Penumbra Ep1 as being inside the disk-reader.

Then when i double-click the Penumbra ep1 thingy, a window pops up with three options, Start (which is grey because it aint installed yet), Install, and Exit.

If i press Install i hear how the disk starts spinning faster and the computer starts loading, but nothing happens, and if i click anything else in that Start-Install-Exit-window the window goes grey.
If i leave it like that for a few minutes i get a note saying "Run-time error '5'".

Now what am I doing wrong? =(

Computer specs:

Windows Vista 32-bit
Gforce 8800 GTS
3.2 GB RAM
2.4 GHZ Quad-core intel processor
303 GB free Harddrive-space

I've tried restarting the computer several times, I tried installing after having closed my anti-virus and I can't see any processes that could be interferring with Penumbra :S