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Unlike an .exe file you cannot ordinarily run a .msi file "As administrator" (you can but it is not a trivial exercise). The following is easier.
If your user account is not an administrator one then create one and try that.
If that does not work then check the permissions on the folder that has been created (the one in the error message) or if that folder is not there then the folder it is going in. Change either SYSTEM or Everyone to having full control. If not known how to do this a Google will show you for sure, but any problems let us know.
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