Which flavor of windows are you using? XP, Vista, Win7?
From the top of my mind it could either be
the problem that you do not have enough rights (try installing with administrator rights)
or
you are missing the Microsoft Visual C++ 2005 SP1 redistributable package, which should be installed first (and automatically, I suppose).
Look in Systemsteuerung-Software if you see "Microsoft Visual C++ 2005 Redistributable" (small, approx. 5 MB).
If not, look at your Mathcad CD for a file named "vcredist_x86.exe" and install manually. If not, you may download it from M$ here: http://www.microsoft.com/downloads/details.aspx?FamilyID=200B2FD9-AE1A-4A14-984D-389C36F85647&displayLang=de
A word of caution: I personally still have not installed Mathcad15 myself yet and I just recall from my mind that MC14 uses that older version of the Visual C++ redistributables. As Mathcad 15 in reality is Mathcad 14 M040, I would assume this has not changed.
BTW, I think I have seen a newer Maintanance release of Mathcad 15 (with date code M005 instead the F000 you are trying to install) in the download section of PTC. I dont recall which problems are adressed with that release though but it could be worth looking for.
RaG
