[Sniper]

run it as admin.
right click > properties > compatibility > check "run this program as an administrator"

if that doesnt work either, and you are on windows vista or win7, then check "run this program in compatibility mode for (whatever service pack you have)" and it should work.

I have windows XP and the compatibility thing didn't work.

EDIT: I'm re-installing again... 

[Santa]

Problem resolved.