Are you running the installation as an administrator? Does your machine have access to the internet? The Microsoft portions of the install are web installers, and therefore will request additional parts from the internet. If both of these are true, then I would suggest you open an SR to have support assist you.
I was able to install Pega Robotics Studio using the installer, which has been given in the PDN Course. But, one needs to follow a particular sequence to get it installed. I also faced the same err msg as mentioned in the above post, later followed the right sequence and got it installed. Here are the steps:
1> please install OpenSpanStudioVS2015Setup.exe (i.e., file having Type=Application in the folder view)
2> check all of the given checkboxes for differet components given by the installer
3> if .Net framework is already installed in that computer, it will prompt a message during the installation process.
4> Once this is done, please double click the Windows Installer Package (.msi) OpenSpanStudioVS2015Setup.msi and proceed the standard steps to complete the installation.