That mesage is usually a load of bollocks, the content will have installed correctly. As others have said it is the UAC being a PITA..
If you're savvy enough around computers you can switch it off, or do as Replicant says and turn it down a touch..
Mine is off and always has been since I had Vista, I now run W7 Ultimate 64..with UAC off..

Injustice will be avenged.
Cofiwch Dryweryn.