[Prof Yaffle]

All I can say is that you're getting a Windows error, not a Kodi one. You need to look in your Windows logs (View Event Logs in Control Panel) to see if there's more information; try disabling McAfee before you install as well. If you're doing this, make sure that you're installing Kodi from this site and nowhere else, as you're dropping your defences against malicious attacks and other Kodi distributions may not be trustworthy.

If you Google that error with a few choice terms, you'll find similar reports of McAfee real-time scanning getting in the way.

Moving to off-topic as well, as this doesn't appear to be a Kodi issue.