Tim,
As Beth said, you must be in an Administrator account to install programs. However, that may be the only kind you have if you didn’t set up a Limited User Account.
Right click the Start button, choose Explorer, on the left hand side, the folder hierarchy tree, click the "+" sign next to "Documents and Settings". You will have "Administrator" and "All Users", do you have any others listed? This will just tell you if you ever set up a Limited User Account. You do want to have logged into Windows as Administrator to install PSE. Just double clicking the icon for the download should start the installer. BE SURE to disable your antivirus software before beginning the install. The icon for AVsoftware should show at bottom right of screen. Hover the cursor over those tiny icons to determine which program belongs to which icon. If you find something like Norton or MacAfee, right click it, choose disable and install PSE. After the install, you must go through the regular Windows shutdown, wait a minute or two and then reboot your computer. Your AVsoftware will automatically be enabled when you reboot.
Nancy