Logged in as admin but getting message I don't have admin rights

I just upgrade to Lion.  I am logged in as the admin user.  When I try to download a game from a website I receive this message:   "You do not have adequate operating system rights to install software on this machine.  Please contact your system administrator for help."
In accounts it says I am logged in  with "Admin"  under my name.
There is a greyed out checkbox that is selected that says Allow user to administer this computer.
I don't know what to do?

I had the same problem but contacted customer support for the games I use (Big Fish) and they were brilliant.  Sent me a link to download their new BETA version of Game Manager for Lion.
Try contacting whoever you are downloading your games from.

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