Most installers let you tell them to quit and you'll reboot later, but not Apple's Installer. At least, not directly. There is a way to do it without force quitting, though. Simply right-click on the dock icon (or click and hold). The Quit menu item in the dock's contextual menu is still active, and it still works. Simply select that and the Installer will quit with no complains, letting you install other things or simply hold off on rebooting.
[robg adds: In Panther, the installer seems to be much smarter about multiple installs without a reboot. As a general rule, I tend to reboot between installs, as I'm never sure if something might be required for a subsequent install ... but perhaps I'm just extra paranoid!]

