did you turn off all antivirus etc before installing?
are you installing in admin or limited user account?
standalone download or via
SDCif not using SDC, try this:
uninstall CXP
reboot
download then run this: https://www.stardock.com/files/odnt_zapper.exe to make sure all is cleaned
reboot
check: C:\Documents and Settings\Owner\Local Settings\Application Data\Stardock - make sure the cursorxp cache folder is gone, if not - delete it
download, then install SDC - register your cxp serial, then use SDC to download/install