Yes, I do agree with you. The error message does not make any sense.
There I was, having downloaded 1.3GB of CNC Demo, all ready to install on my Windows Vista when WinZip suddenly pops up an error message “the requested operation requires elevation”. I clicked OK and nothing happened. I tried reinstalling 3 times and the same thing happens.
Instead of double clicking the installation file, I right-clicked on the file and chose “Run as administrator”. Woohoo… it worked.