ThunderRT6FormDC
Setup cannot run and will cause an error while ThunderRT6FormDC is running. ThunderRT6FormDC isn't part of Money, it is a visual basic class being used in other programs which Microsoft Money, for some reason, wants closed down.
The advice would be to go through your task list (you can quickly get to it by pressing Ctrl-Shift and then Esc) and remove as many running processes as you can until the install/reinstall works. If you're trying to reinstall, then you might have some success in windows safe mode to uninstall and then use normal mode to reinstall.
One user had this same issue and closed the applications 'Lanspeed' (an Upload/Download Monitor) and 'WinBar' (a Memory Monitor) and then the installation worked. If you're running these, then they are worth closing down to try to solve this problem.
Thanks to M. Seisenbacher for the application list