Did you uninstall prior version?
if yes , please make sure to remove the folder from user machine C:<mydocument>AMD APP\
It's working fine for me.
Could you post the error massage?
I had the same issue: the samples would not install even after a complete deinstall of all AMD software. The previous APP SDK deinstallation left the C:\Users\Bdot\Documents\AMD APP\samples directory, and also my C:\Users\Bdot\Documents\AMD APP\projects directory where I have my own stuff.
Moving away my projects and removing AMD APP made the samples install work.