With the phone turned off, let's charge it up to 100%. Then turn the phone on. Next, plug it in. Now try to install it. If it still won't install, try this:
From the Home Screen:
Tap the My Device tab
Scroll to and tap Storage Location
It should be set to Internal Storage. Let's tap Internal Storage if it's not selected. Then try downloading again.
If Storage isn't under the My Devices tab, it should be under the More tab. Sorry, I'm going by memory, and I don't have a device with me so I can't check.