I am also experiencing a similar problem, where I have run the install script and nothing is ever installed on the desktop of my Pi, and am unable to find the LX Terminal installed anywhere except if I run the install sequence described on the following web page: http://www.dexterindustries.com/GoPiGo/sdcard/
Can you explain a little more about what you’re trying to install? Are you using the Dexter Industries SD Card?