I had no problems, and the only one I came across was that after installation the templates could not be found.
The only thing I have is to retry the installation and see if you get a different result. If you still receive an error message, please submit a complete error message.
Update
Well, here's something else to try - I put them in order, how painful they are!
I do not know where you install TypeScript, but a colleague mentioned that they had a problem and resolved it by moving the installer to the desktop to start the installation. I am skeptical about this, but it is easy to do.
You may have a problem installing Visual Studio, which only appears in certain situations. You can restore the VS installation.
If none of this works, you may have a problem with http://typescript.codeplex.com
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