You are installing the Data Loss Prevention (DLP) Enforce Server from the EnforceServer.msi using the wizard and have entered all the required fields.
The progress bar begins but throws an error on reaching the 'Setting Administrator Password' stage.
CustomActionData is in incorrect user type
The administrator password selected contains non 7-bit ASCII characters. The Data Loss Prevention Installation Guide for Windows stipulates:
Note: Enter directory names, account names, passwords, IP addresses, and port numbers that you create or specify during the installation process using standard 7-bit ASCII characters only. Extended (hi-ASCII) and double-byte characters are not supported
Rerun the installation and select only 7-bit ASCII characters for the administrator passwords (and all other required fields)