Was Windows Defender previously installed on this machine?
Are you certain that the installer message is referring to Windows Defender,
and not another application?
In either case, the fix will probably be to download the Windows Installer
clean-up utility
http://support.microsoft.com/kb/290301/
Download--run the downloaded file to install the application, which you will
find in your start menu.
Run it, and select whatever application you are getting this dialog
about--assuming it is, in fact, Windows Defender, select Windows Defender,
and click (remove, I think.)
Then re-run the .msi file to reinstall.
Once you have accomplished this, I'd recommend removing this app if your
machine is shared with other users--this can be dangerous if used
indiscriminately.