Virus Scanners
If you are running any Anti-Virus software in real-time mode (particularly McAfee), please disable it before installing.  Note that as this installer is already running, it has already been certified virus-free by any such programs - so this should be a safe thing to do for the duration of the install.

Word as Email Editor
If you have Outlook configured to use Microsoft Word as your email editor, you must ensure Word is closed before proceeding.  Unfortunately, Word doesn't always run in a visible window, so it may be running without your knowledge.  If you do use Word as your editor, it is recommended you restart Windows, and restart this installation before starting Outlook for the first time.