On attempting to install team foundation server I encountered the following error trying to install sharepoint 2013 foundation.
This was after the installation had failed and on trying to run the installer again.
To clear this dialog box and run the installer again I used filemon to see where the extracted installer was running from and deleted that directory, in my case:
c:\program Files (x86)\MSECache\SharePoint2010
The original problem was the pre-requisites could not be downloaded by the installer, due to IE protection mode.