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Make sure that your Windows user account has Administrator privileges.
Ideally, you should make sure that User Account Control is disabled in your operating system. To do this, go to Start -> Control Panel -> User Accounts and Family Safety -> User Accounts -> Change User Account Control settings. Move the slider to the lowest position ("Never notify") and click OK.
At the very least, launch the installer by right-clicking its shortcut and selecting "Run as Administrator". You should keep in mind, though that UAC can cause problems in a lot of applications, especially games, and therefore disabling it is preferable for most users in the long term.