I didn't close my browser during the installation and now it doesn't work

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The steps described below shouldn't be necessary anymore when using Pipelight version >= 0.2.0.
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Close your browser, execute

rm -rf ~/.wine-pipelight/

and restart your Browser. The installation of Silverlight should now start again. If you are using Firefox you need to remove the caching file for plugins otherwise Firefox will not reload the plugin on the next start. To do this type "about:support" in your address line and hit enter. You should now see a button which opens your profile directory. Click on it and remove the "pluginreg.dat" file. Restart your browser and check if it works.