A problem with adobe flash reader

Hello,
i have the same problem that i can't install adobe flash player.. each time i try i get an error msg that asks me to open a link where i could get help but i follow the steps and still nothing happens and i'm using internet explorer and i have windows xp should i try firefox ?? what should i do ?? btw i tried to download internet exoplorer 8 but it can't be installed too is there something wrong with my computer system too ??