Right the install program only INSTALLS the program onto your hard drive and registers it with the operating system. Once it is installed open LR. It will then come up with a screen that asks you to Buy It, Try It or Enter a serial number. you would select to Enter a serial number.
If you are on a Mac then what you downloaded should be a .(dot)dmg file.
You double click on that to install LR on your hard drive. Then Lightroom (or Adobe Lightroom) .(dot)App should be placed in the Mac OS X Applications folder.
This could also be a permissions problem where the account you are using isn't a Administrators account and you can't install programs, Apps, from that account. Or a Folder permissions problem where your User Name doesn't have write permissions for either the Applications folder or on of the other folders LR needs to access.
Thank you! It worked after I Clicked on Launch Pad. THEN I could move it to my Applications folder. after turning on Mac's Launch Pad I could put my serial number also.