When you install a driver, you are making system changes on your computer. If you are part of a user group for your computer system (Windows Vista and Windows XP have built-in groups), then it's possible that you do not have Administrator rights on your machine, which you need to install a driver.
In this case, you need to log off and log on as an Administrator to the operating system. You can do this from the Windows Start button.
If you cannot login as Administrator, consult with your Network Administrator (or the one who configured your machine).