Access Denied

[Trekkie_man]

When I try to run the game, (cd version,) a message comes up that says "please Login with administrator privileges aand try again. My operating system in WIN XP and there is only one user, and i'm the administrator, so it should work. Then i read something about the c:My Documents/My Games/ Sid Mier's Civilization IV... i looked under that folder only to find it dose not exist. I run SId Mier's Pirates and the file for that is there and good... i can't figure out what the problem is!!!!!!!!!! DRIVING ME CRAZY!!!!!!!!!!!!!