No, the installation CD is not infected. All installation CD's are thoroughly checked for viruses/trojan horses before being released.
During the installation of MioNet a utility is used. This utility runs temporarily to suppress Microsoft Windows messages. The utility is cleaned up after the installation. However Symantec detects this utility as a potential danger at that moment the Windows message appears. The MioNet installation is done completely and the MioNet application works fine. The message shows up and should disappear by itself(depends actually on the Symantec settings, but this is default).
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