Hi
Do you have the UAC turned on or off.
If it's on try turning it off and see if the same thing happens.
I'm guessing that most of the people here don't have the UAC turned off.
This could have to do with your firewall settings too, or even something in the browser.
I assume that you are the administrator on the computer so you should have the permissions set to allow you to do anything you want.
Mike