I am posting this solution to the problem since I couldnt find a solution via google or searching this forum:

I was trying to install spybot onto a spyware infected machine. After running the install I would get (usually) to the accept screen before the window would dissapear. Changing the executable name of the install did not help. Obviously, some spyware was scanning active window titles and killing anything that might clean the machine. Manually scanning and killing any unknown processes did not help, this spyware was running as a dll or something.

The solution was to run the install as another user. The spyware then doesnt have the permissions to kill another user's process. However, this doesnt work by logging out and in as another user, the spyware just runs as another user then.

So, to run the install as another user we use the "runas" command in a command prompt window:
cd <location where spybot install program is>
runas /user:mydomain\administrator spybotsd15.exe

Here I use the user "mydomain\administrator" as the user that will run the install. If you are not in a domain environment, create another user on your machine and specify that without the "mydomain\" part.