This problem affects users who attempt to install a localized version of the 3D Autodesk DWF Writer 3.5/2008 and 4.0/2009 on an English operating system, only.
Again, this issue only affects users of the 3D DWF Writer, not the 2D Writer. Reason behind the problem appears to be the fact that the opengl32.dll in the system folder needs to be updated, which triggers the error dialog.
Accepting the dialog and choosing "yes" will complete the installation successfully.
My understanding is that we are trying to resolve the issue in a future release.