VLC 2.0.5 will not install to local disk C:/Program Files

I downloaded VLC portable 2.0.5 and can not get it to install to my desktop computer. The error says I need to install it to C:/Program Files or its sub directories which I have tried several times with no success. I can get VLC Portable to install to my USB drive, but I thought we were supposed to be able to install it to our local hard drive also. I have a Windows XP SP3 desktop computer. Thanks in advance.