Go to my edit of this post first and see if that method works. If not, continue from the top.
Run the installer as administrator. Then after, check you registry. To check you registry, go to: Start > Run > type in "regedit" (without quotes) When in the Registry, scroll down to: HKEY_CURRENT_USER > SOFTWARE > Enterbrain. Make sure that nothing weird is in those Registry keys.
ALWAYS back up Registry keys before changing them. Right click on the key and click "Export".
My registry looks like this:
There may be more Registry keys concerning RMXP throughout Registry Editor, but I haven't really searched for them. I'll tell you if I find out. In case if you Registry is not like mine, then download mine HERE. And make sure that where you're downloading it from is from the Enterbrain site. Lastly, make sure RMXP is not infected with a virus. Sometimes RMXP gets mistaken for a virus by some anti-virus software and it doesn't run properly. It happened to me twice and I had to sweep my whole system to get rid of the virus. Get a free trial or buy an anti-virus. You can get a Norton trial HERE. I hope this helped. .:EDIT:. I forgot one more method. It helps a lot and especially with RMXP. It's something called Data Execution Prevention. This feature helps fight viruses. Basically, if it's on, turn it off. If, it's off, turn it on. I'll show you how. Now like I said. If it's off, turn it on. And vice versa. If it's off, do this: Basically, add your project's Game.exe and add the RMXP launcher (in your RMXP install directory. Usually "C:\Program Files\Enterbrain\RPGXP").
Note that you will have to do this for EVERY project you have.