Vista Tutorial - I'm logged as an administrator but I can't complete installation

I was trying to install a bluetooth software, and I am logged as an
administrator all the time, but I keep getting the following note: "You do
not have sufficient privileges to complete this installation for all users of
the machine. Log on as an administrator and then retry this installation."

I was trying with right click on installation icon and then clicking "Run as
an administrator" but problem wasn't solved.

I clicked on Properties of this installation icon, then on Compatibility to
try to check the box "Run this program as an administrator" but the box was
unable to check.

How can I solve this problem?
Thank you for any suggestion!

Barbara, CRO