This is a very good question! :) The reason why you
should stop other programs is the following.
If you monitor an installation and, along with the installation
(setup) program, other programs are running, then both the setup's
actions and the other running programs' actions will be recorded in
the install log file.
Later when you uninstall the program using the installation log, all
the actions recorded in the install log will be undone. If the install
log contains just the actions that the setup program did, then only
those actions will be reversed (undone). That means that the program
will be removed (uninstalled) correctly.
If the install log contains, along with the setup program's actions,
the actions performed by other programs, then both the actions
performed by the setup program and the actions performed by the other
programs that were running at the time you monitored the install will
be undone. This is not a correct uninstall because it involves undoing
actions done by the other programs, which have nothing to do with the
setup!
The answer to your question is that, theoretically, you should stop
all programs. Practically, because stopping both the firewall and the
antivirus means taking some risks, you can let the firewall run in the
system tray.
From our point of view, the only thing that a firewall could do is
saving a log of stopped attacks during the monitoring process. This
means that when uninstalling the program you monitored you would also
delete the firewall's log file. Which is not such a bad thing! :)
As for the antivirus, the only bad thing that might happen is that if
it will perform an automatic update during monitoring, this update
might be deleted later because it would appear in the installation log
of the monitored program. Also, if the antivirus would automatically
start scanning during monitoring - your system could slow down a lot
and even seem to be halted.
The final answer: you can leave the firewall in
the system tray but I recommend you to stop the
antivirus (or at least disable it's auto-update and
live scanning features while monitoring).