If you own the PS3 or 360 versions of Terminator Salvation, you're fine. If you own the PC version, however...well, you probably already know the thing doesn't work.
Users have been complaining about serious install errors all week, to the point where the game has had to be recalled from North American retail shelves. A notice on the game's official forum states:
Unfortunately a defect occurred during replication of the PC version of Terminator Salvation, which does not allow end users to install the game. The Xbox 360 and PS3 are not affected and function properly. We have recalled all PC copies of Terminator Salvation from retail in North America and are currently in the process of replicating new copies. The new copies will be on store shelves in a few days. A replacement plan for all end users that purchased the defective units is currently being set up. Details to get a replacement copy will be announced shortly. We apologize for any inconvenience this may have caused the end users that purchased the defective copy.
In the developer's defence, this sounds like a proper "defect", like you'd get with any other product, rather than the result of sloppy code (yes, Fallout 3, we're looking at you).
Terminator Salvation PC Install Error [Terminator Salvation]