I just experienced the exact same problem: The installation failed many times and the Tobii notification icon was unresponsive. Browsing through the installation log enabled me to find the error with the MSI file. Running the file manually and ignoring the registry errors finally produced a working installation.
(I also tried granting everyone access to said registry values, but the installer still failed at modifying registry.)
The file in question: EyeX_0.8.17.1196-alpha.msi
The target for the registry values: “Software\Microsoft\Windows\CurrentVersion\Run”