If you mean install a new program, just don't have any open applications.
For the most part, you should not having a problem though sometimes
antivirus or firewall software can interfere with an installation. Beyond
that, you really don't need to start shutting down processes to install an
application. If you haven't opened the browser, it's not open, you need not
close anything in the background.
On the other hand, if you are trying to download something from the Internet
as your post implies, your browser would need to be open to do it. Well, it
wouldn't but that's how you would navigate to the site of the download.
