I also had this problem the first time I tried to install. If you have the same issue as I did, then it was due to the partitions, and most probably due to the OSX partition not being the primary, since I didn't initially remove the restore partition.
You might be able to fix it by booting to the command line (or accessing terminal when you run setup again) and issuing the command 'fdisk -u /dev/rdisk0', however this didn't work for me.
In the end, I installed again, but this time I removed all partitions, including the hidden XP restore partition, and created a single partition, onto which I installed OSX.
You could also take a look at some of the step by step guides, as it is covered here.
Happiness is a Lenovo running OS X...