what kind of windows are u using? i think vista. go to users and have look whether the user u r using at the moment is set as admin! start/management/users. another way is before u install something press right mouse button and then u will see "start as admin" or "execute as admin" dont know what is written there in english because i am german. but i think u understand what i mean. in german its "ausführen als administrator"
i hope that will help u maybe...