Problem: when installing SQL Server 2008 you get an Access is Denied Error.
Here is the error you get during install. . . .
Fix: Check your Local Security Policy, you need to ensure that Administrators have “Debug programs” permission (Security Settings | Local Policies | User Rights Assignment)
More information can be found in the following articles:
https://connect.microsoft.com/SQLServer/feedback/ViewFeedback.aspx?FeedbackID=390424 (If you have had this error please follow this link and vote that it gets fixed in connect)