This problem is related to permission rights.
The program attempts to install the dongle drivers. Administrator's permission rights are needed for this step.

The installation can be done as follows:
1- Locate the file SETUP.EXE in directory SAGECRSP on the CD drive
2- Point to SETUP.EXE and press the Shift key and the right hand button of
the mouse at the same time. You should get a command called Run As
3- in that little menu of Run As, type Administrator and the password for
the administrator.
Once you do that, you should be able to install. There is no need to reboot
after that.

Amir