|You need to explain more fully.|
Do you mean that the download never starts, gives an error message or what?
Or are you referring to "installing" the download? You need to give us any error messages and at what stage you receive them. Best thing with all downloads is to Save the file somewhere (double click to install) rather than Running it.
As an aside, I can't imagine why you want RealPlayer spying on you but I guess that is none of my business.
Always pop back and let us know the outcome - thanks