During installation of a program I get the message:
"GLJ2.tmp has encountered a problem and needs to close"
How can I find the source of the issue and hopefully fix it?

Details:
This program was previously installed and worked fine for a long time
until I recently uninstalled and tried to reinstall..
The same file works fine on another PC.
This is a DirectX program.
I have XP SP2, DirectX 9.

What I tried:
I have tried starting in every compatibility mode...w/same result.
I have tried to install during Safe Mode...same result.
I have stopped all firewall, virus, worms scans...same result
I have successfully installed on another PC w/XP SP2.
I have done a system restore to a week earlier...same bad result.

I must be something that is configured on my PC that I hope is easy to
change, since it works on the other PC.

Any tips appreciated to trouble shoot and hopefully find a solution.

Thanks