No this has do do with ccleaner still running when you run the setup, or your user not having the permission to write to c:\program files (such as trying to run the installer without administrator privileges).
The only other cause (that I know of) of this is that your Antivirus program is grabbing it. Would you mind letting us know which Antivirus software you use (there are a few specific softwares that do this to ccleaner)
And I don't think CCleaner is running when I try to run the setup..
Exit ccleaner and check task manager (perhaps you have monitoring turned on and didn't realize).Norton and MB are fine they are not the ones pulling ccleaner