Many programs require administrative rights to be able to install. Here is an easy way to temporarily assign yourself Administrative permissions while you remain logged in as a normal user:

1. Hold down the Shift key (might not be necessary on Win2k3) and right-click on the program, or the setup file.
2. Click "Run as"
3. Type in a username and password that have Administrative permissions.

Note: This will also work for applications in the Start menu.