How do i install a program?

i finally managed to uninstall mcafee my old anti virus. now i want to install endpoint im downloading it off line from cuny but i have a problem installing it. after its finished it says install complete press finish to start the program. when i do press it my system shut and a blue screen comes saying Microsoft encountered a problem and it maybe because of new software,beginning physical memory dump physical memory dump complete i restart the computer and start it up from last know good figuration. how do i get the software to work without my system crashing