Just out of interest: what's the exact error message, and what exactly are you downloading? It might be very legitimate, of course, but it's good to have it checked here maybe.
And the big question: are you being logged on Administrator? Or did the administrator make a user account for you with less capabilities? That makes sense in certain situations.
From time to time I get errors pop-up windows from Microsoft in Outlook 2003. It suggest that I update and offers me the access to the download. I have Windows XP, so I click on the proper site. After some search, I am finally being told that because I don't have Administrative privilege I cannot download the update.
Can someone tells me what is going on, please?