Anyone knows what's going on and to workaround this short of rebooting in safe mode just to install some software!?
Chris gave you a possible work-a-round that'll hopefully work for you.
RE: the 1st part of your question, it seems that **some** security software interferes with [as in stops] the software installation. Considering the total number of downloads relatively few people have problems, but you'll find discussion, tests etc. in several of the threads here in the forum -- they might give you a bit more background &/or insight if you're curious.
Otherwise the goal is to allow the installation program to run when the GOTD setup.exe starts it. Safe Mode is one way that often works, &/or if you're running Kaspersky you can try the suggestion that Chris posted, or quite possibly upgrading to 10 might work. A couple folks have posted what worked for them running AVG in those other threads. I haven't had any problems with McAfee, but I rarely run a GOTD in the copies of Windows where I have that installed. I haven't had any problems in my VMs [where I normally run GOTD offers] running AVG or Security Essentials. Bitdefender rarely gives me any hassles, but again I don't run GOTD offers all that often in my regular [not VM] copies of win7 or 10 where I run Bitdefender. When Bitdefender does act up however, Safe Mode is the only alternative AFAIK -- I can't disable its services outside of Safe Mode.
Edit: While I was typing that I see you posted it worked -- Great!