Pikarus is on the right track & you've got a few options for sorting your issue.
1. Install the game somewhere you do have full write permission - i.e. your desktop or my documents etc
2. Instead of double clicking, hold the right shift key & right click - you'll get an option to 'run as' but it will require you knowing the admin password, as well as having to remember to run it like that.
3. Change your user into an admin (the best option). Here's a step by step on how to do it:
Thanks for the help... Although I am the admin for my computer... Thanks though, but... I'm probably not going to turn off dismemberments... Thanks anyways!