It sounds like you have something running (most likely hidden away in your system tray) that is utilizing Internet Explorer. I'd recommend looking through the applications that are running and try temporarily quitting as many as possible.
In addition, please try downloading the stand alone installers from here:
Check with the Task Manager (Ctrl+Alt+Del), Processes tab, that no iexpore.exe is running. Also any live messengers must be closed to install Flash Player.