Ok, one of the first windows you see usually has a list of check boxes of what to install and what to not select. You selected an option (Web Report Studio, WRS) that requires a server so you need to uncheck that one. I don't install SAS anymore so I can't see it right now to give you more details but I'm pretty sure that's what's going on here.
You probably only really want SAS Foundation and a few of the others, so read it through carefully and understand what you're installing.
SAS is an enterprise software, its not really intended to be easy to install for students since there's so many options.