Delete install.php file for security reason please!
How can I delete this and how to find it..I keep seeing this message when I go to a site I usually visit.
only saw it first time today

What operating system?

The message is a warning left after installation of a (usually PHP) utility like a shopping cart. If this is on your website, you can delete the file by FTP or by using the file upload section of your hosts control panel.
If it's on a site that you visit (as your question implies) there isn't really anything you can do except inform the website owner.

I am on windows 7 ..nothing I install this is from a site i was visiting.I sent email to the site and now waiting for a reply .

As Zagga, the site installed a new script version,
malicious people could enter url/install.php and compromise the site, so the site operator should, and did not, delete install.php.

Dont enter any personal information to this site, they cannot follow the simplest security, so won't handle your info any better.