How to get Windows Azure Powershell on a HDInsight VM?

I've already searched MSDN and Bing and didn't find an answer to my question below -> So how do I install Windows Azure Powershell on my HDInsight cluster?
Overall, I'm trying to execute the tutorial here:
http://azure.microsoft.com/en-us/documentation/articles/hdinsight-analyze-twitter-data/
1) I provisioned a single HDInsight cluster. I have a pre-existing storage account. I can use Azure Storage Explorer to browse around so I know it's ok.
2) I am able to open a remote desktop connection to my cluster.
3) To run any of the PowerShell scripts in the tutorial linked above I need "Windows Azure Powershell". Regular "Windows Powershell" doesn't seem to have some cmdlets.
4) After I remote into my cluster I go to this page
http://azure.microsoft.com/en-us/documentation/articles/install-configure-powershell/ and launch the link that says "You can download and install the Azure PowerShell modules by running the
Microsoft Web Platform Installer...".
5) I choose that installer link.
6) I choose "Run"
7) It says "The system administrator has set policies to prevent this installation."
So how do I install Windows Azure Powershell on my HDInsight cluster?
Thanks in advance.

Hi CraigGu,
User won't get admin access on HDInsight cluster so that's the reason you were getting the error.
It's not recommended to install any software/do any customization(via rdp) on headnode of HDInsight cluster. The reason is that changes will not be preserved due to cluster reimage process.
To answer your question please install and configure PowerShell on your desktop/laptop and submit jobs.
Thank you for choosing Microsoft HDInsight
Thanks and Regards,
Please marked it as answered if it answer your question.
Sudhir Rawat

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