What exactly can't you install?
You say the Synchron Player and the eLicenser software are installed. It seems to me that now you just have to install the Steinway D library.
I don't have this product myself, but that's how it works with other software and libraries from VSL.
Does this message that you attached pop up as a reminder or when you are trying to do something? Have you downloaded the library installer file from MyDOWNLOADS in MyVSL?