The installation is interrupted. I have only ever seen that message when someone aborted an install part way thru (hitting cancel basically). And you’re sure this happens, the same error, when you attempt to install it multiple times?
@ Jaume Miro - Other customers have reported success with Bootcamp. It would be useful to know which version (exact) of Windows you have installed. You may find other useful information by using the Forum Search function. Although we don’t routinely use bootcamp ourselves, if you can narrow the problem down and report relevant software package versions we may be able to help.
Do you use the windows control panel to Uninstall/Remove all components (GHI * ) before attempting to re-install? If not, please do so, especially “GHI NETMF USB Drivers”. Then only attempt to install 4.2 SDK (unless you have some good reason/need for 4.1). In summary: