deploy admin rights along with MSI

I have an MSI file that I have deployed through GPO as Assigned.
Well it gets deployed and it shows in All programs on the client computers.
but when users double click on it the install shield wizard starts running then it gives a message :
"An installation support file  C:\program files\........" could not be installed.

Access denied.

I need some type of admin rights for users just when the install the software, after it's installed the admin rights will be removed.

I also don't know why the software didn't get installed completely so users will not have to install it.
The GPO is under computer configuration /software settings.
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David Scott, MCSENetwork AdministratorCommented:
in the gpo you used to assign the msi, go to computer configuration\administrative templates\windows components\windows installer

enable "Always install with elevated privileges."

read the explanation of that setting as it opens up some security, so i'd disable it after you're done with the installs

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Windows Server 2003

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