This error is probably due to the fact that you already have the trial (or full) version installed and currently running on your system. This prevents the setup procedure from copying the required files. If all you want is to upgrade from the "trial" to the "full" version, kindly note that you do not need to run another setup. It is enough to open the currently installed "trial" version and click on the "Register Now" button to paste in the serial number supplied in your order confirmation email.
If on the other hand, for some reason you want to reinstall a fresh copy of SpyEraser, make sure that first you close SpyEraser by right-clicking on it's icon in the traybar area and choosing "Exit SpyEraser". Once SpyEraser is closed, the setup procedure should run fine.