1. The Bing toolbar may not be automatically compatible with your browser. If you're using IE, try clicking on the Compatibility icon and/or going into the Compatibility View Settings options of IE and checking all 3 of the boxes.
2. You may have had a corrupted download. If that's the case, try uninstalling the software and reinstalling it.
3. Or, try doing a System Restore to just prior to the installation of the Bing toolbar and reinstalling it.