That message meant that a file was still locked when the installer was running, which can happen if FS9 wasn't properly closed. A Windows reboot would have fixed it.
You don't need to reinstall the Addon Manager in this case, because it comes already with KLAX ( if you are using the FSDT installer, is already the current version ), you simply need to complete the installation without errors.
Another reason for this, is that you have an old version of the Esellerateengine.dll that, for some permission issues, can't be ugraded by the installer. If a reboot doesn't fix it, you can remove the C:\Windows\esellarateengine.dll file manually, then run the installer again.