This error message means that the DISPLAY environment variable on the remote machine is not set correctly to display the Installer to your local machine:
The DISPLAY environment variable is not set correctly.
To correct the problem, enter the following command at the UNIX prompt of the remote machine, where host_name is the name of the machine on which you want the Installer to appear (that is, on your local machine): For C shell:
setenv DISPLAY host_name:0.0
For Bourne shell:
DISPLAY=host_name:0.0; export DISPLAY