This error occurs because of some of the new security settings imposed by Internet Explorer 7 that prohibit installing programs from remote paths that are not trusted. To install SureSync (or any other components like the SPIAgent), copy the installer to a local path, right-click on the file and select Properties. Then click the "Unblock" button and try again.
This error may not happen on your machine running Internet Explorer 7 depending on your defined security settings.