If the installer keeps asking you to reboot your computer even after you have already done so, you must delete the "PendingFileRenameOperations" key in the Windows Registry ( HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Session Manager ).
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Use a tool like 7-Zip. Right-click the first volume (.001 or .zip) and "Extract Here." This joins all volumes into a single setup folder. If the installer keeps asking you to reboot