Please be more specific.
Are you using Steam?
Are you using version 1.2.3 of ESF?
Are you trying to run any ESF add-ons?
What game are you trying to install ESF into?
Are you behind a router or firewall?
Are all your drivers updated?
What in-game video mode are you using?
If you have an error message, what is the exact error message?
Once you fill this out, we'll see if we can help you.