Just to make sure; are you following the instructions here
http://appinventor.mit.edu/explore/ai2/setup-emulator.html and in Step1
http://appinventor.mit.edu/explore/ai2/windows.html
You said "I'm in the very first step trying to install the App Inventor 2 Setup" , does that mean you clicked on the link highlighted here
You must perform the installation from an account that has administrator privileges. Installing via a non-administrator account is currently not supported.
If you have installed a previous version of the App Inventor 2 setup tools, you will need to uninstall them before installing the latest version.
Follow the instructions at How to Update the App Inventor Setup Software.
- Download the installer.
- Locate the file MIT_Appinventor_Tools_2.3.0 (~80 MB) in your Downloads file or your Desktop. The location of the download on your computer depends on how your browser is configured.
Were you able to download the installer? If you downloaded successfully, instead of installing with a left click on MIT_Appinventor_Tools_2.3.0.exe install using a right-click instead ..a right click forces the PC to install as Admin. Some PCs are stubborn and even though the user has Admin privileges, you need to right click and follow the instructions in the pop up that will show.
Does right clicking allow you to install Kilian?
Regards,
Steve