INSTALLING FLASH PLAYER

Hi, I use Google Chrome on a my laptop, and when I try to open some new websites I get a message that I must install the latest Flash Player to view the contents of the site, I follow the Download instructions but before the download finishes I continually get a message that I must close Internet Explorer, but Internet Explorer is closed?????????  I feel like giving up, but I am hoping someone in computer world can help me.

Bokovic