Its possible the download is trying to place the file directly into one of
the "super-protected" areas of the drive. Even an admin cannot directly save
to some areas (try saving a test notepad file to "c:\program files" and you
will see what I mean.) You may be able to download the patch manually to
your documents folder or the desktop and then execute it from there.
You may also try removing the UAC temporarily (control panel - user
accounts - turn user account control on or off) though keep in mind it
should be turned back on for maximum protection.
Hope that helps!
Mark
