This issue is generally caused by an antivirus or firewall.
Here are some steps to help you: I can’t Install WeMod / "There was a error installing the application" - #2 by Ravenfyre.
Or if you have BitDefender, see here: Bitdefender - WeMod Support.
If the issue continues after following those instructions, open your antivirus and check the quarantined items. If WeMod’s auxiliary file is quarantined there despite you whitelisting it, unquarantine it and re-whitelist it from there.