I play on a Mac and although I don't know 2 cents worth of troubleshooting I have a husband who does. And he's sitting right here. His suggestions are such: eject your HELS disc, restart the computer, and then reinsert the disc. I went back and reread the install instructions in the game manual thing that comes with the disc.
Can I assume that you have Sims 3 base game and WA installed, no problems? If I understand correctly, when you get to the HELS install icon (after double clicking the Sims3SP01 disc icon) and you double click it (bottom right) nothing happens? What about if you right click and then select "Open". Does that work?
If not, my husband mentioned something about maybe finding a way to manually install, but he would need some time for research.