Ok, I understand. When I get to the box which says: "Setup will create the program's shortcut in the followingstart menue folder: Company of Heroes: Eastern Front," that is where I delete the ":". I did that and the installation continued until the box appeared which said the installation was finished. This is progress, thanks for the help!
Unfortunately, there is no EF shortcut icon on the desktop, and Company of Heroes Eastern Front appears below THQ in the start menue, but when I click on it, all I get is the option to uninstall Company of Heroes. Was there a problem with the installation, or is there a fix to the Start path that will allow me to actually start the game?