If you read Winaero regularly, you might be familiar with the awesome Classic Shell application. It became famous thanks to an excellent Start menu implementation with several styles from classic Windows 95-like to modern Windows 7-like. Classic Shell also provides a number of very useful fixes to significantly improve Explorer's behavior and revive its must have features like customizable toolbars or status bar size. Users who have already installed Windows 10 Technical Preview 3 Build 9879 are facing a strange issue that Classic Shell cannot be installed. The operating system simply does not allow the installer to do its work!
The reason why it happens is very simple: Microsoft needs your feedback on the Start menu they implemented from scratch in Windows 10. Also, they want you to test the Continuum feature which will be enabled out-of-the-box in upcoming builds. The Windows team wants to learn your use cases for the Start menu and what they did wrong in the current implementation of the menu.
But since the Classic shell app replaces the Start menu, they will not be able to collect the required data to change bits. So that's our guess why Microsoft is preventing you from installing third party menu apps.
If you cannot imagine your life without the Classic Shell menu or other features it offers, here is a workaround to install Classic Shell. Just rename its installer and use some random name for the installer file, i.e. name it abcdef.exe. Then launch the renamed installer and Classic Shell will be installed. That's it, you are done.