Finally after about six hours with HP and Google, I found the problem. HP leaves a bunch of stuff around. So here is what I did.
Go to Control Panel/Add/Remove Programs. Remove all HP stuff.
Go to Program Files. Remove all Hewlett Packard folders.
Go to Start/Run and type regedit. Go to Local Machine/Software and remove all HP and Hewlett Packard keys. Go to Local User/Software and remove all HP and Hewlett Packard keys. Then Close regedit.
Restart.
Now run the setup_full_g4000.exe program