cannot install OCaml on windows: permission error

I am trying to follow this guide to install OCaml on windows. All I've done is download the latest installer from here, but when I try to run it I get:

FATAL [ebe9e0f2]. rename C:\Users\<myusername>\AppData\Local\Programs\DiskuvOCaml\bin\bos-08440b.tmp to C:\Users\<myusername>\AppData\Local\Programs\DiskuvOCaml\bin\opam-real.exe: Permission denied

I tried running it as administrator but I get the same error. I can't find information on that error code anywhere, even in the troubleshooting guide.. any ideas?