I know that having a problem is frustrating; what is going to be even more frustrating is that without information, nobody can help you. So provide more information!
On which OS are you installing?
Which version of the server?
What steps did you take to install it?
What rights did the user have that you were logged in with when you installed it?
In which path were you installing the server?
When you navigate to the root of that path, which directories do you see?