Software install on 2003 server

Are there anyone who have mastered the problem of installing 3.rd party software o a 2003 enterprise server?
When I tries to install, the installer do not have rights to create the folders needed for the program.
The install program works in the Administrator account, but the account is set with limitations. When I correct this setting and clicks apply,
the server resets the value to limitations.

 

Could you be more specific about the 'limitations'? I'm having a little trouble visualizing exactly what is happening.

Also, local administrator account or domain admin account?