Bert,
I quite honestly don't know what to say.
The thing is, you're having downloading and/or installing problems on several different computers, at least 3 different operating systems, using both downloaded file and CDs, and it seems the problems are not all the same but are each different in some way (though sometimes they may be the same when tried on different systems). Some install, some won't install - and the reason they won't install seems to vary but includes cases of administrative right problems (on which you chose to focus for purposes of this thread). Some install but won't function or won't function correctly. The point I'm trying to get at is that it is very unlikely that all these different computers and operating systems and programs are caused by the same thing - more likely is that each problem is unique to the situation. Some may be compatibility problems. Some may be issues with your security settings (including UAC). Some may be problems with the software (a bad CD or a bad download). Some may be caused by the software requiring some type of special installation procedure or some type of previously downloaded OS update or add-on that isn't there - and that info may be available on their web site or by contacting them for assistance.
While I don't have a 64-bit OS or Windows 7 on any of my computers, I do have multiple computers with multiple operating systems. I too encounter downloading and installation problems from time to time and they almost always end up being issues with the software. Yes, I've needed to use "Run as Administrator" to get something to install even when logged in as an Administrator, but I've never had a folder problem as I do all download installations on the desktop no matter where the software tries to install the installation file(s) or folders - that seems to work best for me. When done, I move the file to my Download folder to save in case it's needed again.
Although I don't have a Blackberry, in my job I've installed the Contact Manager software on many computers (mostly XP but some Vista and not yet any W7 and all 32-bit as I recall) and I have had more than a few problems with it - it seems more difficult than most to get it working right the first time every time (and I've needed to contact their technical support group more than once for assistance). I'm sure they'd be happy to help you especially if you just bought it.
I've not heard about this "Iron" so I'm not sure what the story is there - if you post the link to the download site in a reply I'll check it out and see if I have the same problems you're having (perhaps it needs some type of special configuration after installation (either in the software or in Vista) to get it functioning - I don't know at the moment as this is the very first time I've heard of that particular browser though I've installed and used and had no significant problems with Firefox or Chrome and, of course, use IE8 (well, IE9 beta now) just about exclusively).
I have not faced a situation where EVENTUALLY I was unable to download and install software that was compatible with my system by some means or method. Perhaps using the built-in Administrator account suggested above, or temporarily diabling UAC and/or my security software, or installing it after doing a clean boot, or re-downloading to replace a corrupted original download, or using "Run as Administrator," or transferring the entire contents of the CD to the hard drive and running the installation from there instead of from the CD, or researching the software to find if something already installed on my system was causing a conflict and needed to be removed to allow the new program to install, or installing and/or running it in compatibility mode, or adding the new program to UAC exceptions because UAC was for whatever reason blocking it, or contacting the software company or visiting their website for assistance, or SOMETHING. Sometimes one of the first things I tried did the trick - sometimes I had to try nearly every trick in the book (including discussing the problem with the software manufacturer's technical support group) before I finally got it to work or discovered the reason it would not work and that the reason wasn't something I could resolve (such as being incompatible with the OS or the computer hardware or some program I was not willing to uninstall).
I've tried to give you some ideas to try by sharing my own experiences. Those are some of the things I try when "logon as administrator" or "run as administrator" don't do the trick. There are more things I try as well - but that's a lot of items and they vary depending on the situation, the errors I'm getting, what exactly I can't do and where it fails, and other factors. Sometimes I do complete maintenance on Vista and try installing after that. I can't possibly list them all - there are simply too many I've done over the years and most would be inapplicable except in the special circumstance I was facing. I'm merely suggesting that there are alternatives and it's sometimes just a matter of finding the right one(s).
I hope this helps. If you're interested in any of the specific procedures I mentioned and want more details, just post back with which ones and I'll see what I can find or come up with to help (we have many excellent tutorials in this forum that may provide guidance).
Good luck!