You need to close all instances of iexplore.exe, even if it's just running in the background. Use the Task Manager's Processes tab.
I did that and installation completed. Said it was successful. But everything that needs to use Flash player still doesn't work. Says I need to install Flash Player. Any ideas?
Please check if you have disabled ActiveX Filtering and enabled Flash Player in Internet Explorer. For more details see: http://helpx.adobe.com/flash-player/kb/flash-player-games-video-or.html#main_2__Disable_Ac tiveX_Filtering__if_you_are_using_Internet_Explorer_9_