I cant download security essentials because I get an insufficient permission mes

Does anybody know why I keep getting the message of insufficient permission after I downloaded Security Essentials? It won't let me run the exe file after i downloaded this program. I downloaded the program using the Google Chrome browser.
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More about download security essentials insufficient permission
  1. Are you logged in to an Administrator-privileged account? Can't install most things without that level of access.
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Download Security Essentials Windows XP