and close down any programs that you have launched.
The reason the installer is asking you to do this is because it is theoretically possible for running program files to become corrupted and/or registry entries to be wrongly configured if new software is installed whilst other applications are running. In the real world this rarely happens, but it's best to play safe, and shut programs down. Many installers will actually offer to do the shut-down for you, but if this doesn't happen just right-click on each of the application icons you can see in the taskbar at the bottom of your screen and select 'Close' from the pop-up menu. Once all programs are shut down you can tell the installer to continue.
This should really have been posted in either Absolute beginners or the Helproom by the way, but not to worry on this occasion.