I had this issue as well and it's related to administrator security and permissions. Luckily, this is just for a simple package and you don't have to mess with advanced tweaks, but here is a trick I also learned while I dealt with the problem in the past.
Go to Start and type cmd. Right click it and choose Run as Administrator. Now it's the simple part: use
CD <path> to enter the directory where the file is stored and then simply type its name. So, if you have program.exe on partition E: in folder installation, you would type:
Long story short, you will have to run the executable file through the CMD window since it already inherits the Administrator permissions.