Need help, Turbotax CD could not installed, and not sure about t

I purchased the Turbotax CD form Sam's club for about $50 . And it could not be installed in my computer. It shows: "Turbotax 2008 Bootstrapper setup has failed". I am thinking to return it back. And when I reserch the online copy, the Deluxe Federal copy cost $39.95, and the state copy cost additional $30.95. Am I misunderstanding it? It costs much more than the CD copy. Anyway, any suggestion?
Thanks