This is normal with Vista, Vista log in users as standard (not Administrator privileges) , then ask if to run programs as administrator for security reasons. Once you tell the system to run program as administrator it should install with no problems.
If you really cannot install the program, you can restart computer and login as administrator:
At the "pick a user to login" screen, hit CTRL-ALT-DEL to get
the classic login screen. Then you can type in Administrator for the
user name, default password is blank.
Read here for more.
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