If you are installing Zotero and see the following prompt to Run as
a Current User or different user (such as Administrator):

-
Exit the prompt (click X
or Cancel
)
-
Find the Zotero file in your downloads folder

-
Right-click it and select Run as administrator

From there, you should be able to follow the rest of the prompts as outlined in The Zotero Guide's Download Zotero.