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I am willing to help but your question is very vague.

http://www.catb.org/~esr/faqs/smart-questions.html

Downloading http://download.racket-lang.org/installers/5.2.1/racket/rack... from http://download.racket-lang.org/racket-5-2-1-bin-i386-win32-..., anything else you'd need to know?

Try again disabling your antivirus temporary, probably you will also want to disconnect your computer from the internet during the installation if you disable the antivirus.

The problem is, the new Webroot interface sucks and I have no idea what to disable.

So, as I suspected, your antivirus deletes the installer when you try to install Racket.

Have you tried to right click and install as an administrator ?

Yep, same results.

Gave up, got it from http://www.gnu.org/software/mit-scheme/

What Scheme executable are you trying to use?

http://download.racket-lang.org/installers/5.2.1/racket/rack... from http://download.racket-lang.org/racket-5-2-1-bin-i386-win32-...

Having trouble with scheme