There was always a message (you can see it in the attached screenshot):
Error loading syntax file "Packages/Text/Plain text.tmLanguage": Error parsing plist.xml: Failed to open file In File "Packages/Text/Plain text.tmLanguage"
I was always installing it in a custom folder, outside of "\Program files\"
Solution:
I've just succeeded by installing Sublime into the default ("c:\Program Files\Sublime Text 2\") folder