What are you trying to download? Provide link.
What error message do you getting? exact wording.
Are you installing from an administrator id? usually required.
What is your Mac OS X version?
Here is how to find out what version of Mac OS you are running:
Click on the blue apple in the upper left hand of the screen.
click on this icon
Click on the first line, "About This Mac"
Most of these are numbers & that's what we want.
What version & Processor do you have?