This occurs from a crashed setup from another application that uses windows installer. This error can also state that the installation package could not be opened, contact the application provider to verify that this is a valid windows installer package.
Close all running apps, delete all files from the temporary directory (location pointed to by the temp or tmp environment variable), go to add/remove programs and make sure that Design Manager Pro 6.0/SE6/2000 is not on the list, if it is on the list then uninstall the old one, reboot, and then run setup again.
If the above fails, try copying the entire CD to a directory on the local hard drive and then run setup from that location.
This may also be due to antivirus software trying to scan the files as they expanded to the temporary directory. Try disabling the antivirus software, remember to re-enable immediately after the installation.