Turn off UAC. Or try clicking the executable itself, instead of the desktop icon, or if all else fails, try to run it from command line in Command Prompt. That's all I can think of.
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FFXI character: Elathia ::F Tarutaru::87SCH/75RDM/70WHM/54BLM::Cerberus/Ragnarok/Bahamut::1/23/2004 - 3/25/2015 :: Retired
RDM First 75 Job :: RDM Maat victory: March 28, 2008 (1/3) :: San d'Oria R10 Long live King Destin :: Praise be to the late King Ranperre.
FFXIV character: Selene Silverstorm :: F Lalafell :: WAR60/WHM60/BLM60 :: Ragnarok :: 9/2013 - Patch note archives for FFXIV: http://na.finalfantasyxiv.com/lodestone/special/patchnote_log/