It refers to a file on F drive. Is that your CD/DVD drive? If so, my guess is the disk is bad. Try disk repair, or something similar and see if that helps.
Maybe try and run the setup program in a compatibility mode? Might have to make a shortcut to the real setup.exe. Probably won’t work, but I can’t think of anything else to try.
You mean safe mode (or something else :o)? Hmm, I guess it’s worth a try.
By the way: I noticed that it starts the installation normally, first copying the Uninstall thingie and gets stuck immediately upon reaching the Gothic2.exe. I dunno, maybe it helps somehow.