The DataCollectorSvc is responsible for the Monitoring and Reporting functionality in SBS 2008. IF it is still running, that means one of two things:
1) You have configured a report in proximity to the time you tried to run the install. Simply wait it out.
or
2) Your SBS server is not up on the latest updates. Monitoring and Reporting took a long time previous to one of the recent update rollups (UR3 as I recall) so if you've gotten behind on those, you can see DataCollectorSvc running way outside of the normal report times.
If you are impatient, you can always reboot the machine and start the install. It should be able to get in before DataCollector kicks back in.
Or, if you want to be very aggressive, you can temporarily stop the service, run the install, then restart it.
