Please make sure there is no other instance of Safari running on your system, you can use Activity Monitor on Mac to check for this.
Have you downloaded the setup from adobe's official website or from any third party website.
Once you have downloaded setup file, restart your mac and then try installing Adobe Flash from that location so that it doesn't give that 'close safari' prompt.
Please let me know if this helps.
You need to quit the Safari process; closing the browser window is not enough.
[topic moved to Flash Player forum]