This is most likely due to a security access limitation being encountered within your system.
Try right clicking the cloozsetup.exe file, and select: Run as Administrator.
Also be sure that the data folder you designated to hold your Clooz data during the install procedure process provides write access for both the System and User windows accounts. Normally, if you have not tinkered with these Windows settings, keeping the Clooz data within your My Documents folder area will avoid this issue. The setup program default is a “Clooz Data” folder within your Windows documents folder.