Hmmm . . . I can only suggest you unstall it and then search out your novalogic folder and remove it (delete it) I say this because uninstaller do not always remove all files and folders. I strongly suggest you also run a registry cleaner, to before your next install.. and be sure all Novalogic folders and gone and any and all files and folder of DFX2 are also removed as well. I think you are having a few problems... one is registry key, other residual files and folders.
hope this helps . . . A big plus is if you guys would post what systems your running would be nice . . .
As others have suggested run as administrator, Another important thing is this if your running a Vista or Win 7 be sure you can install a program on the system(run in Admin mod) .. also I you do not use novalogic for a download site then it's at your own risk . .
A hint for a good download is a sum checker this insures you have a complete package . . second is some times it takes a long time to download.. I would suggest to try late in the evening . . like 1 or 2 am . . I run many platforms, and have downloaded my own DFX2 or many machines... never once have I had a problem using novalogic download system, , ( first release I run it at 2am because of line traffic)