Hi,
It would be great if you could provide more information.
What's the SEP version ?
Check till date releases.
http://bit.ly/m0vOJp
SEP client can be installed only if trying to install SEP RU5 or later version on Windows Vista OS.
Are you using SEPM (Symantec Endpoint Protection Manager) ? Package is exported from SEPM ?
If yes, export new package and try.
If you are using downloaded setup file or CD's, try to run with full admin privilege i.e right click on setup and run as administrator.