Bought whole series durning a sale. Other games work fine but his one wont let me install. Anybody know whats going on?

Do you run installers as administrator?
Do you install games not into /Program Files/?
Perhaps your antiviruses are too strict?

Another question - are you using Galaxy and you mean only Agarest Zero?

Then I think I know what prolem you have - for reasons untold, Galaxy is not supporting the Zero, but this goes only for instalation - download the standalone instaler, instal the game and most probably Galaxy will automatically detect it. After this, I don't think there will be any trouble.

Also - please provide more info next time. For example which one doesn't work, if you are using Galaxy or not, sometimes your machine specs etc. No harm done, just it would be easier to deduce what is happening. ;)