While you don't need Administrator privileges in Windows to do most everyday tasks, in order to install most software, you need to have Administrator privileges on the user account you're logged into at the time of installation.

Sometimes it's easiest to just use the Administrator account when doing software installs.  But you can make sure your usual account has Administrator privileges by following the instructions below.

Start by clicking the Start button (the Windows logo button) in the lower-left corner, and then clicking on "Control Panel".

In Windows XP:
- Click on "User Accounts", and check the account you're logged into shows as Administrator, not "Limited"
In Vista or Win7:
- Click on "User Accounts", then "User Accounts" again, and check that the account you're logged into shows as "Administrator".

If it's not, you'll need to log out and log back in under the Administrator account anyway, in order to promote your user account. If you don't know what your Administrator password is, try leaving it out - it may be blank. (If it is, you should create a good password while you're there, as not having one can be a security risk!)

Some helpful screenshots for what this should look like once you get to the Control Panel:

Windows XP: Step 1, Step 2, Step 3
Windows Vista: Step 1, Step 2
Windows 7: Step 1, Step 2