"You don't have permission to save in this location"

I believe I have set myself as administrator.  Administrator appears beneath my name at sign on.  I skipped creating a password as I am the only user. When downloading a file for my canon scaner I got the message "C:\Program Files (x86)\Canon\Cannon Download\tb4135_en.exe.  You don't have permission to save in this location.  Contact the administrator to obtain permission.  Would you like to save in the ..........folder instead? "  I have tried selecting other directories but get the same result.  I successfully downloaded Another program from Canon only minutes before.  How can I instal this file/programe?  Without it my scanner is useless.
I realise that it is not good sense to run permanently as administrator.  Can I set up a separate administrator sign in once I have set up all the programs I lost when installing Win7