Did you download the latest release of ADE from Adobe's website?

Windows should prompt you for administrative access rather than outright denying it. One thing that I can suggest doing is right clicking on the ADE installer icon and selecting "run as administrator".

At any rate, there are two different approaches to reading ebooks from different vendors on the Vox. One is to use Calibre and convert everything to ePub. The other is to install 3rd party reader software (e.g. it is possible to install Adobe Reader and Amazon Kindle alongside Kobo).