Hi,
This things happen sometimes. Maybe you had the component installed before or the installation did not finish correctly or the package was corrupted.
I suggest that you uninstall the component form extensions manager and install it again.
If you are not able to uninstall the component from the Extensions Manager, there are four things to do, to uninstall it manually.
1. delete folder administrator/components/com_grid
2. delete folder components/com_grid
3. delete the record where name='com_grid' from the table [your_prefix]_extensions
4. delete the record where title='COM_GRID_MENU' from the table [your_prefix]_menu
After this you should be able to install it normally.
Regards
