Never heard of that kind of installing problem using Mathcad 15. All I could think of is that your copy of MC15 installation files is corrupt and so I would suggest you try downloading it again.
What do you mean with "nothing happens" when you start the setup program? You don't get splash screen or anything else? Is the setup program running in the background (use taskmanager to look for it) or is it shutting down immedeatly? Anyway, if its not your machine or the rights of the user you use to install the sofware, best guess is still a corrupt installation file.
