I ran into an issue while trying to install Windows Live Writer, a blog-posting package, at work earlier this week. The installer would work for a few minutes, and then fail with the rather uninformative error "Sorry, we couldn't install this program", and offer to put a shortcut to the installer on the desktop for me to "try again later." I did "try again later" a couple of times, but the install kept failing in the same manner.
Tonight, I brought my laptop home, and tried the install again, and it worked just fine. I suspect the difference is that here at home, I'm not behind a proxy server. Why the Live Writer installer didn't pick up my proxy settings at work from IE and contact whomever it wanted to contact using those, I'm not sure. For anyone getting this error who is behind a proxy server, though, I would suggest trying the install again from an alternative location that is not behind a proxy server, if you are able to.
This post is also doubling as a test post, written and published via Live Writer! Thanks to Scott Hanselman for the recommendation (in this post). This does seem like a very nice tool so far. It appears to support uploading images to a customizable FTP destination separate from your blog host -- hence my image test above -- and if this works out, it will likely replace the custom FTP image resizer/uploader app that I wrote for my wife that she uses when she blogs!