When you view pages on the net (I expect you're using Internet Explorer) windows thinks that the installation of this program, or some part of it is broken and starts the windows installer to try and fix the problem.
Error 1606 means that windows installer cannot find some files it thinks it needs. So there are actually two problems here:
1) Internet Explorer (IE) is not properly/completely installed.
2) Windows Installer thinks that the necessary installation files are somewhere that you don't have access to (such as a CD-ROM that's not loaded, or other networked computer that you can't currently access).
Suggestion 1 of 2:
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If you're currently using Norton Antivirus 2003 OR you've upgraded your computer from Windows 98 or Windows Millenium to Windows XP, then there is apparently a glitch that could cause problem 2). Fixing this might allow Windows Installer to fix problem 1) automatically. So, if this applies to you, have a look at this article from Microsoft:
http://support.microsoft.com/kb/315352
(this article discusses modification of the registry, so if this is a process you're not familiar with, you should find a techie friend to help you)
Suggestion 2 of 2:
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To fix the installation directly (problem 1) I'd suggest that if you have broadband you download the latest version of your browser and re-install.
If you're using Internet Explorer, go here:
http://www.microsoft.com/windows/ie/downloads/default.mspx
Alternatively, you could try the excellent Firefox, from here:
http://www.mozilla.com/en-US/firefox/
Happy installing!
Giles
November 2006