Ah yes, this problem.
1. Uninstall GFWL and GFWL marketplace
2. Restart your computer.
3. Re-download GFWL
4. Before installing it, right click it and select Properties
5. Enable Compatibility mode and select whatever system you're using (If you use Windows 7, select Windows 7)
6. Run as Administrator.
7.Install it and it should work.
Fortunately, GFWL will die a horrible death this summer.