googling the error suggests you have a permission problem. nothing I can help you with.
Guessed so as well, but I already had tried to run it as administrator. Had the the same problem with Thief 3's Sneaky Patch.
try moving the installer to some location where you have full access.
Tried desktop, Thief folder & few other places but no luck... Is there a .zip file or similar which could be extracted straight into the folder, instead of an installer? Only found NewDark versions for Thief 2 & System Shock 2