Excellent, Microsft Security Essentials does not need to be removed. Actually, MSE and AntiMalware play well together.
Do run AntiMalware from MalwareBytes, then we're assured that there isn't a bod guy on your computer.
Boot into Safe Mode.
Log on under your administrator account (not the computer administrator account).
Can you now uninstall?
Can you now install?
Oh yes, when getting ready to install, right-click on the install program and choose "run as administrator".
Probably, a good idea would be to do a repair install. Repair Install