If it mentions a specific application that it wants to install, you may need to run the Windows Installer Cleanup  Utility, here:
http://support.microsoft.com/default.aspx?scid=kb;en-us;290301

If not, you may have to go to Add/Remove Programs control panel and uninstall Windows Installer 3.1 and then download and reinstall a fresh copy from the Microsoft site, here:

http://support.microsoft.com/kb/893803

Be sure to manually create a fresh System Restore point before you do anything, just to be safe. ;)

Ron

Thanks Ron for the info.  Only one problem.  When I try to remove the Windows Installer 3.1 in the Add/Remove programs, it doesn't allow the option to remove the program.  Thanks again...

Try booting in Safe Mode (F8 before XP starts to load) and see if you can uninstall it there.

Ron