The error message you're getting may look like this:
Err msg: Module C:\Program Files\OverDrive for Windows\OMCZuneDeviceHelper.dll failed to register. HRESULT -2147319780. Contact your support personnel.
If you see this message, it likely means that you're missing a non-essential DLL file. If you click Continue, the installation will continue without trouble. This error doesn't hurt your computer or the installation process for OverDrive's desktop app.