Does anyone here know why I download a program and it's called setup.exe and I can't open it because of the following error:

Windows cannot access the specified device, path, or file. You may not have the appropriate permissions to access.

It happens on every program. Thanks!

First... We DO NOT want to know the name of the program, and, anyway, the name is academic re: your query.
So, thanks muchly for not mentioning the name !

Second... You have to be out of your skull to EVER download ANY file that is an .exe file !
THIS IS A 1,000% dumbo NO NO !
There are absolutely NO EXCEPTIONS to my above comment.
Believe it or lose your data and very probably 'destroy' your hard disc as well !
NEVER DO THIS AGAIN, PLEASE !!! (yesssssss, I am SHOUTING at you ! )
Got the message ?
Hope so for your sake !
D/Ling apps used to be not so difficult or DANGEROUS !
Now, one must be VERY cautious. Trust nothing. Be ABSOLUTELY CERTAIN that you have an active, UP TO DATE, anti-virus scanner running when you complete ANY download...
Your 'completed' downloads should go through a 'verification' process that checks the 'hash' details of the file... This will be followed by either a further 'hashing' process as the file is automatically added to your 'shared files' (BAD BAD BAD BAD, but the default setup from most of the idiots who are trying to make their clients more 'attractive' and yet more harmful to users- NEVER, EVER, NO MATTER WHAT, share ANY file that you have not personally examined and scanned and vetted !)
If YOU do not examine your shared files BEFORE you share them than you have NO grounds to ever complain about anyone else sharing bad files, right ?
Golden Rule Stuff !

A bit more... NEVER, even after maybe taking 6 weeks to D/L any file... Never open the file without first doing a SERIOUS scan with REAL anti-virus software... This blows out 99% of the 'freebie' junk that pretends to work.

And, NEVER, ever (after D/Ling an app.), go to and open ANY site to which you may be directed, post D/L, in order to D/L any so-called 'key-gen' or 'password' or 'activation code' or whatever.
You WILL have mega-problems.
ALL of this garbage is harmful to your machine.

If you must do D/Ls of apps, look for .iso files... Or, at least .zip or .rar compressed files. AND, scan ALL !

A straight-up .exe file is 99.99% DEATH for your magic box !

Please be careful, huh ?

p.s. The other more simplistic problem you may be having with these files is that the idiots who are 'creating' them for sharing have no idea how to 'create' auto-run install files... The 'Setup' file needs to be accompanied by at least one or two other files which must be in the 'correct folders'.
If the files that you have D/Led are 'clean', you may be able to 'manipulate the setup files so that they are in the correct 'locations' and then you burn a new 'install' CD...
But, you are NOT going to get any more detailed info here in GF re: these 'steps'... Not legal, ya see ?

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Im a new user. and Im having trouble downloading the LW program. I had it installed before but I uninstalled it. And now when I try to install it again it gives the message
[A previous version is running. close the program and try again but I cant close it. My tray has unidentifiable Icons in it that I believe are LW icons. Please help.

I get a message
[A previous version of LW is running, close the program and retry.]

I had it installed but I uninstalled it and now I have problems.

When I search for files and folders name LW I get 5 of them but they are in program files. when I try to delete them I get the same message about closeing the program before delete.