Hi Alvaro,
I am not with Laminar Research; just a flight simmer from down under.
If you are trying to install a steam version of X-Plane then you are in the wrong forum. Steam installs differently to the genuine X-Plane version developed by Laminar Research.
Your error message is quite common. Generally for an installation process to be successful you need to be logged in as the Administrator of your PC and you may have to disable your antivirus software. In many cases this will solve your problem.
During the installation process there should be a X-Plane Installation log.txt file created when the installation process crashes or shuts down when completed. If my comments regarding "Administration" do not work then you should attach this file so that other details may be provided for viewing by others with a greater knowledge base than me. The file can be found in the X-Plane root directory created at the beginning of the installation process.
To install the file follow the advice given in the following link found at https://questions.x-plane.com/?qa=blob&qa_blobid=17830136656522860642
Hope this all helps
Glenn.