Before installing any program, it's important to know whether your computer is capable of using it. Look for a section on the box cover or near the beginning of the manual titled "System Requirements." If your computer doesn't meet the basic requirements, there's no point trying to install it.
NOTE: Refer to the page 'Out-of-memory problems for DOS programs' for information about the memory aspect of System Requirements.
If your program makes use of a sound card or graphics, make sure you know what the correct driver settings are. For example, most sound cards are compatible with Sound Blaster and use a corresponding I/O address, IRQ number, and DMA channel. Video drivers might run with standard VGA or require VESA compatibility. Check your computer's manual for compatibility information and for where to find the numbers you need.
If you type in the command to start the program and your computer complains with "Bad command or file name" or "Cannot find the file...", make sure you are typing the command correctly (see R.T.F.M.). Be aware that a few manuals are incorrect, and you may have to search the disk itself for the proper installation method. In most cases, you will find a program called SETUP or INSTALL on the first disk of the set.
If this is a Windows program and it claims that it can't copy or change a file because it is already in use, make sure you aren't running any other Windows programs than what the instructions say. You can find out what programs are running by holding down the Ctrl key and pressing Esc to show the Task List. Normally, the only thing you want to see in the list is Program Manager. If there is anything else in there, close is by highlighting its name and pressing the End Task button. If this doesn't work, you may need to exit completely out of Windows and then restart it. Make sure no unneccesary programs are being loaded in your StartUp group or from the WIN.INI file.
If you are certain you have followed the installation instructions exactly and are still having inexplicable problems, check to see whether the disk you are installing from is good. For floppy disks, use DOS 6.2 SCANDISK, Norton Disk Doctor, or other disk repair utility to do a surface analysis of the floppy to see if there is a physical problem. If you don't have such a utility, or if you need to test a CD, here's a simple check you can use. Exit to the DOS prompt and type
COPY A:*.* NUL:
if you are checking a floppy disk in drive A:, or
COPY D:*.* NUL:
if you are checking a CD in drive D: (if your disk is in a different drive, simply substitute the correct letter). If the computer ends up with "1 file(s) copied", then there is no physical problem with the disk. If you get an error such as "General Failure Reading..." or "Data error reading...", then your disk definitely has a problem. If it's a CD, make sure it's clean by using a CD cleaning kit or glass cleaner with a soft cloth (spray the cloth, then wipe the CD from the center outwards). If that doesn't work, you need a new set of disks.