When I launch my setup, after a little bit of time, the setup app closes automatically and nothing is installed. My antivirus is off. Every setting. Any fixes for this???
Welcome to the community. 
When your regular antivirus program is deactivated, the default Windows Defender antivirus usually kicks in. This cannot be removed because it is permanently built into the operating system.
You could also have an outdated version of .NET Framework, especially if you are not using Windows 10 or have disabled automatic Windows updates.
See here for troubleshooting for both of those possibilities: I can’t Install WeMod / “There was a error installing the application” - WeMod App / Support - WeMod Community.