I got the same error-- the problem is that the permissions level in your install folders aren’t correctly set. You’re probably using "755"-- they need to be "777"
The cause (if you care) is that PHP usually executes under the user "nobody" or "www", neither of which have permission to write, move, or upload files (the only people that can do that under "755" are your username and root).
Change the /assets/modules/wizard/ folder to "777" recursively (that is, for /wizard/ and for all files and folders underneath it) and the problems will stop.
This is also the solution for install failures with SkinGraft that quote "sg.inc.php on line 349". Do "777" on /assets/modules/skingraft and folders and files underneath it and you can install.
I’ve informed the author about this, and I’m pretty sure the docs will be upgraded to mention it.