We have had reports that the Resident Shield in AVG Internet Security was blocking the ProSelect installation process. This was resolved by temporarily disabling it during installation and then re-enabling it.  You may wish to add ProSelect as an exclusion in AVG to avoid having to do this in future (e.g. for updates and upgrades).

For more details on adding an exclusion or if you have installed ProSelect successfully but it later disappears, then please see this article.