What anti-virus, if any, did you have on your computer before trying to install avast? Some are difficult to install completely and require more than ‘Add/Remove Programs.’
Did you try to download and install in one step? It might be better to download and save to your hard disk (you desktop is a convenient place) and then run the file you saved.
Which site(s) did you download from? I would suggest downloading directly from the avast! website, rather than from download.com (click on screenshot to enlarge).
By the way, I also have a computer running WinME, and have been using avast! home on that computer for more than a year.
ajayksoni1, it would be better to open a new thread for you only…
Can you save the downloaded file to disk before trying to execute it?
From which site are you downloading?
Did you have any other antivirus in this computer in the past?