Did you install from dics or from images? Which App Installer did you use? The one on the discs/images don’t work. You’ll need to download this one: http://www.steinberg.net/en/support/content_and_accessories/content_and_accessories_sait.html
I downloaded the iso images, mounted both and ran the Steinberg Yesmite installer app. As far as I can tell, everything installed correctly.