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This happens when there are two sessions running the MSI installer on the machine. In this scenario, the WFRM agent setup is opened via a Remote Desktop. 
To resolve this issue, wait for the other application to finish running the MSI Installer before running the setup for the WFRM agent. Do the following:
  1. Open the Task Manager.
  2. Go to the Processes tab.
  3. Find msiexec.exe on the list.
    Note: If you find more than one msiexec.exe process on the list, then another session is still running.
    Wait until there is only one msiexec.exe process remaining on the list.
  4. Run the setup again.