'Programme interrupted' is a new one to me but I'm guessing that something 'running in the background' is conflicting with the installation program.
Most software suggests that you shut down all running programs before attempting to install it. Many people forget that there are loads of things (such as firewall and ant-virus programs) which are running 'invisibly'. You're meant to shut down all of these programs before installing new software.
Press Ctrl+Alt+Delete. Enter the task manager and, one by one, close all applications (by clicking on them and then on 'end task') except Explorer and Systray. Then try again to install Nero.
(After installing, remember to re-start your PC. If you don't, your security software won't be running when you next connect to the internet).
Chris