Is piplay already installed? If so load Taskmanger & ensure all instances of pi server are killed.
Industria is right in my experience with or without antivirus should install fine (i only use Windows defender)
Another thing right click pisetup & run as administrator.
Weird though its giving you trouble on directx. Uninstall of directx may help.
If you can post your system specs
May need support with skype teamviewer (just remember don't post teamviewer info in public channels on private message)
@Pimax-Support @doman @bacon