This article might help for your error message:
http://support.microsoft.com/kb/838675 Follow the steps in the 'Workaround' section of that article and look in the Word start-up folder and delete AZWizard.
This module is related to MS Office and unrelated to Classic Shell. You may be getting the error because the same installation system - Windows Installer is used by both Classic Shell and Microsoft Office. Restarting Windows, deleting the incompatible add-in and then trying to install Classic Shell again might work as Ivo said.