You said you had it installed once before and used it - that was on the same computer? Why are you having to install it again? Did you reformat, or do a re-install without formatting? Or did you uninstall the previous software?
The reason I'm asking is that if you reinstalled, the old program files might be there under the old computer admin name and "owned" by that name instead of yours. Try looking around in your program files for any of the software files from when you had it previously installed. Look if it is in the add/remove programs list. If it is, uninstall it. If you find files from the old installation like in the program files but no add/remove option, try deleting them.
When you say it just goes back to the desktop, what do you mean? The install program just quits? or what?
Look around and see if you find any files/folders from the previous time you had the software installed. Post back with your findings. If there are old files there, it might be preventing the new install for some reason. It might be necessary to go into safe mode and check permissions and ownership of the old files if they are there.
I might be 180 degress off track, but it can't hurt to look around.