Didn't the message say something like unable to install because Firefox is already running? If you copy the exact message when you see it would make for a better worded question.

Once the installation starts you should end Firefox with File ("Alt+F") > Quit, not the "X" in in the upper right corner.

Once you get that message, and since it does not give you the option to bring Firefox down, if you can't do the above then use the Windows Task Manager "Processes" tab to terminate Firefox.

On Windows 7 you can use "Ctrl+Shift+Esc" to get to the task Manager. From other Windows use "Ctrl+Alt+Del" or right-click on the system task bar then choose "Start Windows Task Manager"

Thanks for that but still not clear. After clicking run, a dialog box at the bottom of the screen shows it's downloading but when it gets to 100% the message 'Firefox setup 6.0.2 exe couldn't be downloaded' with the options to cancel, retry or view downloads. Does that make it any clearer?

Update: Tried downloading from cnet site and it worked fine. Thanks for responding