User rights?

>A customer is getting the following error when running my VFP 9 setup (created with IS):
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>Unable to save file c:\WINNT\Downloaded Installations\{82E95A3D-....
> VFP 9 RUN-TIME.mst
>System cannot find the path specified.
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>This is on Win 2000 Pro computer.
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>I have already ran this SETUP.EXE successfully on a couple of XP and Win 2000 computers. What could be different on this computer that would cause this error?
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