Internet Explorer stops download

At the 50% point, the download stops and the message says, "Please close the following programs to continue: Internet Explorer"  I did close Explorer after download started so I couldn't do anything about it.  I said continue and it wouldn't let me continue.  I reset PC and tried again with same results.  I tried to uninstall the partially installed program and start all over but it said I could not uninstall until I closed Internet Explorer.  I'm stumped...

Please check your Task manager and it might be possible that the internet explorer  is still running in background. (Process name: iexplorer.exe)
Here is a link to open task manager.
http://windows.microsoft.com/en-in/windows7/open-task-manager

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