Firstly, if you're just getting started with PokerTracker you should go directly to PT4 (this is the PT3 section).
Without seeing the exact error I'm not sure, but that suggests a lack of disk space or a problem with your Windows configuration (the TEMP folder). Do you have plenty of space on your C: drive?
Try installing PostgreSQL manually -
guides here. v9.0 is our currently recommended version.