When I try to install any new program/software I get an error message telling me that another program is has start to install, and that I have to finish that one first! I have not started to install any other program and I can't find what the program is and stop it. Any ideas?

See anything odd running in Task Manager? If so, enter it in to Google and see what it is. If still unsure, post the name back here.

If this just started in the last couple days, you might try using System Restore to roll back to a restore point just before the problem started.

I would also suggest you perform a thorough scan for malware - see Cleaning Out Malware if you do not have a complete arsenal of tools.

You can also try the Windows Installer CleanUp Utility.