Sorry, I obviously didn't give enough information.
My computer has been lying about in a box, not being used for a couple of months. I performed a full system recovery and then tried to download AVG and then, after that didn't work, I tried Zone Alarm. Neither would install, I didn't get any error messages and I do have administrator rights. I am the only user. I did download a trial version of Norton Anti Virus to another computer (I now have the Blaster Worm and can't download anything)put it on a CD and loaded it onto my HP machine without problems. It seems to be just AVG and Zone Alarm that won't install.
What happened with AVG was, I got the first and second boxes up then the third, which asked for the serial number just dissapeared as I was entering the number. I tried several times as I had saved it on the desktop. This was as far as I was able to get and sometimes it just stopped installing before it got this far. Zone Alarm just wouldn't install at all.
I have scanned the computer with the trial verion of Norton and it says I now have the Blaster Worm but nothing else.