illegal instruction?

Well latly i've bin getting a pop up with a command propt in the back round saying something about an illegal instruction, but only when i download somthing and try to install it, i just close it and install what ever i need installed, but this time it would not let me install the program it would just pop up and i'd click close and nothing happens.Can someone tell me what this means?


chris thanks in advance:major

 

This information is for windows 2000
http://support.microsoft.com/default.aspx?kbid=156687

What version of windows are you running?

It can also be tied to a trojan. So you might want to head over to the malware section to see if that is the problem on your computer.