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Jeannie, could it be that you have your computer setup as a "network"? That could be one reason why you are asked to see "an administrator". You can check this in CONTROL PANEL| NETWORK.
But, as Ryan suggested in his message, you would first of all need to have the setup files on your hard drive (I am assuming you are attempting to copy the PAF CD ?). If it is a download, you will already have that somewhere on your hard drive and should be able to copy that to a CD. That is how I did it. But you really don't need to copy the setup files, for security purposes, as they are always available for download. Besides, as updates come along, your CD soon becomes obsolete. The reason I copied the setup files to a CD was to help someone who was having all manner of problems with downloading.