I found a couple of links doing a Google-search that shows that this error seems to be fairly common (although I have installed HL/CS quite a number of times and have never seen the error). The suggested "solutions" were to do one of the following.
1) Keep hitting retry and eventually it should finally finish...maybe
2) If you have the hard drive space, copy the whole CD over to your computer and install it from there
3) If you bought the game (i.e., didn't warez it), try returning it to the store for a new one.
Here are the best 2 links I found.
http://www.newbie.org/help/messages/1110.html (First CS reference is about 1/3 of the way down)
http://csforever.daygamer.com/csinfo.php?page=faq (3rd question listed)