Thanks for you sarcasm. First Read what the message says and then reply:
The other checkboxes are for changing your homepage and search engine. Meaning no matter what you choose Linkey WILL BE INSTALLED. So you can only save your homepage from being changed. None of the options state that you will be free from the actual add-on (spyware). That's Genius. I'm not the first one to complain. Check the installer for yourselves.
Right now the only way to install this without getting infected is to use Eset Antivirus and let it clean the Open Candy dll that's responsible for this.