Please help! I keep getting a message every time I try to install something... The filename, directory name..?

Every time I try to install a new program the following message pops up: The filename, directory name or volume label syntax is incorrect. Please help as I do not understand computer talk like the HD, sd or whatever and I do not understand it does not accept the following characters < > as I did not touch anything. This problem happens with everything I try to download, and then install. I have tried heaps of things. I have searched everywhere and I am so annoyed D;. Please help! I can not do anything =(