What version and build of Vegas Pro have you got installed? And are you trying to install the DLMs for that version of Vegas Pro?
From where are you trying to install the DLMs? The best source is usually via the Vegas Pro installer available from under the My Products list in your MAGIX My Account.
Running Vegas Pro 22 version 22.20.0, when I tried to use an AI, I was told I needed to update. Ran the update, but then it would not install, saying "Unexpected error was encountered, installation could not be successfully finished."