Try right-clicking the .exe and selecting "Run as Administrator"; if it's an issue with Windows User Account Control, that should get around it. If that doesn't work, the next things I'd suspect are either an overzealous antivirus program, in which case you might need to whitelist that file (or just temporarily suspend the AV for the installation), or a broken download, in which case you'd need to delete and re-download the installation file.
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