This is a standard error code that most Windows installation packages can issue (mode details can be found here).
Basically, this means that in order to install this package, you need to first reboot your machine. This is the same error message that you would get if you were to run the MSI/EXE yourself.
I suspect that what you did was to first install Chocolatey, and then immediately start installing packages. Due to the dependency of Chocolatey on the .Net Framework 4.0, immediately installing packages is not really advisable, as depending on the state of your machine, you are likely going to immediately need a reboot.
You should really install Chocolatey, reboot, and then start installing packages.
One thing that you have to remember is that Chocolatey is a Package Manager, it works with individual packages. It doesn't understand, and nor should it, the interaction of multiple packages. As a result, it doesn't know about the requirements of reboots, it simply installs the package.
There are other tools, like Boxstarter, that provide functionality to detect whether a reboot is required, and this handles that requirement.