YES, we should follow all pop-up dialog instruction especially Flash CAN NOT install with any open IE, etc. browser using Flash (see behind your open browser) if there is one open.
The correct way to get Flash is to use your choice Browser (32 or 64 bit) or click the option that you have a different O.S., etc. Choose SAVE AS and remember where you saved it. Close ALL Browser. Find and click the downloaded Adobe Flash Payer file. Don't do anything with your PC and wait after final installation -- it'll tell you how successfully you're with a new web page. Restart your PC if it ask you to or better do it now.
Post back telling us how happy you are now..