You apparently posted this thread question in another Adobe Forum. There you were advised to install from the setup.exe instead of autoplay. Did you try that suggestion? Either you have re-posted your question here in the Adobe Premiere Elements Forum or someone has transferred your question here.
What computer operating system is involved? For now I will assume Windows 7, 8, or 8.1 64 bit. Have you ever installed Premiere Elements 9 before on this computer?
Please confirm whether or not you are trying to install Premiere Elements 9 from installation files from a download or from an installation disc. I will assume installation disc.
In the prior suggestion, you copy the Adobe disc content for 9 to a folder on the hard drive, locate the setup.exe file and install from there.
Have you done that? Are you working from an English or non English version of the program? If you have not done this and do not understand how to do this, please let us know, and I will offer a how to.