Immunet version 6.0, I'm sorry to say, is not compatible with Windows XP or Vista. That's the reason for the install not completing Mateusz53, your OS is no longer supported.
You can continue to use the old 5.0 build of Immunet with Win XP but you will keep getting prompts to update.
There are several ways to avoid being bothered to update, one is to right-click on the Immunet sys tray icon and select "Hide Tray Icon" from the the little pop-up context menu (this will kill iptray.exe, the process responsible for the User Interface interaction between sfc.exe, this should save you a few megs of RAM usage too if you use this method) or you can go into Settings, click on the Notifications tab and enable "Gaming Mode" if you still want the icon present in the sys tray.
There are several disadvantages to using these methods however. You will not be notified if Immunet actually detects & quarantines something malicious and you will have to hide the icon or enable Gaming Mode with every new boot-up. Sorry for the inconvenience.
I'm sure you know that more and more software vendors will no longer support this out-dated XP OS as time goes by. Immunet Protect is just another in a rapidly growing list of software vendors that have already taken this route. That's a fact you'll have to live with if you wish to continue to use this old Operating System.