Problems Installing Software

I tried to install this program I downloaded from the internet, but whenever I click on where I want it to be installed to (the HD), the following message comes up:
"You are not allowed to install the software in the default location on the disk 'Macintosh HD'. Check with the administrator of your computer."
It would be much appreciated if you could help me with this problem. I will give points for any reasonable response!
Thanks in advance.
Mac Power PC G3 Mac OS X (10.2.x) Laptop

Unless the software is an Apple product you will need to go to the developer's tech support for help. These discussions do not provide support for third-party software.

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