Welcome to the forum picoenen. :icecream:
Let me guess you're on Vista/Windows7 with the UAC active. Correct?
If so you must deactive the UAC in Windows control panel or if you have not start a new game yet just uninstall it and reboot your PC.
Install it again but this time somewhere else outside the folder "C:\Program Files" or "C:\Program Files (x86)".
Remember don't install anything related to games in those folders again ever unless you have deactive the UAC in Windows7.
In Vista is probably best to install everything outside these folders.
Just let us now if you need more help and anyone else can help with your problem.