I have the same problem. Unfortunately both the installer and the program itself have the same file name, Superantispyware.exe . I can run each in turn if I rename the file so "superantispyware.exe" it is clearly being blocked but the fixes included with Superantispyware do not include a fix for this particular problem!!! I ran a scan and removed everything found but the problem remains.
When i first found that the installation program was being blocked I searched the Registry for references to superantispyware but failed to find anything. So I don't know how it is done. Other anti-malware programs such as Spybot Search and Destroy are also blocked.