Hmm... looks like you should put your error messages in a textbox so they don't get all messed up like that.

Have you found a solution or are you still having trouble with installing GLScene?

Similar issues with other libraries have taught me that you might not have all the proper paths entered into your includes path for your project. Have a look under Project -> Compiler Options... and give them a look over.

(This is partially a bump to help increase it's visibility. )