GameRager: I would suggest OP disable their AV during install(or at least the active file scanner part of the AV) as some more agressive AVs will delete anything they consider a virus if they detect it running, and this may mess up the installer exe file. I had it happen with some cracks for some games I downloaded. The AV would detect me un-raring a crack file into a game folder and detect it as a virus & delete it.
I would advice against that, even if you have an A/V solution that allows you to disable it for only a few minutes before it's automatically turned back on (it's not something you want to forget to turn back on).
A better, IMO, solution is to exclude the source and/or destination folders for the duration of the installation. If you're like me and use trainers now and then, make sure you disable the exclusion before running the trainer (lots of false positives in trainers == perfect target for real trojans/virii etc - always check type of virus if alerted; generic/heuristic warnings are usully ok but YMMV) or at least do a custom scan on the trainer (some need to be run to unpack the dangerous code so that's not always enough).