This problem would probably mean that you are trying to install the screensaver from a windows limited user account, such as the "guest" or the "limited user"

Log off from that user and login as a user that is also the administrator of the computer.
Make sure you download the official free screensaver setup from http://www.StarMessage.info to
Start the setup to see if the problem still exists.

If you are already an administrator and still see the error "CreateFile failed; code 5", that would mean that there is a protection software running on your computer preventing installation of other programs.
Do you see any other warning coming out of that protection software, like antivirus or firewall?
You can temporaly disable the protection software to install the screensaver and then re-enable it again.