Yup - that's what you have to do
You should also tell us:
1. What OS and version you're trying to "install" on(i.e. which - of many - operating systems are you using?)
2. What version of "Dungeons and Dragons" you're trying to install (i.e. where - of possibly multiple places, did you get this program?)
3. More details about exactly how you're trying to install
... and, perhaps most important ...
4. The exact wording of the error message you're getting
Thanx in advance