That error message is from the installer itself, it is trying to create the uninstaller shortcut in the start menu for it, but it failed for some reason.
The program may still be installed, check the install folder. In that folder there should be the setup log as well, which we can look at to get more info on the error.
Otherwise just download the portable zip file from the download page, once the zip file is downloaded right click on it and choose to extract all the files and then just run the program from the folder it extracted
Shane
