Trying to try the demo, I got steam installer

SteamInstall.msi

click that go through dialogue boxes and installs something then get to box

"Steam has been successfully installed. Click the Finish button to exit this installation."
"Steam will now continue installation."

click Finish and get small popup window

Error
Steam.exe (main exception): Unable to load library Steam.dll

the only option given is the [ OK ] button, and it exits.
I've tried it thrice with one reboot and still it's stuck.

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Any help? This is the first time I've ever tried steam, I don't usually have any trouble installing
things, and haven't run into anyhing this unhelpful in a long long time. They do get bonus points
for the unclarity of telling me it's both finished installation and will continue to install, maybe that's
a clue as to what went wrong?