1st time trying to install this OS and Permission Denied Error keeps popping up.

This error message does not provide enough diagnostics. Please post the log file to http://pastebin.ubuntu.com/ and return the pastebin address here. Thanks

To open the log file, click START, and enter:
%temp%\wubi-11.04-rev211.log

If you aren't installing the current release, then just enter %temp% and select the appropriate release (the general format is): wubi-xx.xx-revxxx.log

PS see https://wiki.ubuntu.com/WubiGuide for more information and alternative methods on installing.

Here you go...I think http://pastebin.ubuntu.com/658489/

> To: <email address hidden>
> From: <email address hidden>
> Subject: Re: [Question #166690]: 1st time trying to install this OS and Permission Denied Error keeps popping up.
> Date: Tue, 2 Aug 2011 03:35:53 +0000
>
> Your question #166690 on Wubi changed:
> https://answers.launchpad.net/wubi/+question/166690
>
> Status: Open => Needs information
>
> bcbc requested more information:
> This error message does not provide enough diagnostics. Please post the
> log file to http://pastebin.ubuntu.com/ and return the pastebin address
> here. Thanks
>
> To open the log file, click START, and enter:
> %temp%\wubi-11.04-rev211.log
>
> If you aren't installing the current release, then just enter %temp% and
> select the appropriate release (the general format is): wubi-xx.xx-
> revxxx.log
>
> PS see https://wiki.ubuntu.com/WubiGuide for more information and
> alternative methods on installing.
>
> --
> To answer this request for more information, you can either reply to
> this email or enter your reply at the following page:
> https://answers.launchpad.net/wubi/+question/166690
>
> You received this question notification because you asked the question.

The problem is:
DownloadError: Traceback (most recent call last):
  File "\lib\bittorrent\RawServer.py", line 221, in listen_forever
  File "\lib\bittorrent\Rerequester.py", line 96, in fail
  File "\lib\wubi\backends\common\btdownloader.py", line 70, in error_callback
DownloadError: Problem connecting to tracker - HTTP Error 400: Bad Request

Wubi uses a bittorrent client to download the ISO. To do this you need
to allow firewall access to the python runtime (pyrun.exe). If you did
give permission to pyrun.exe then there may be an upstream firewall
blocking the download.

To fix it, either give pyrun.exe access, or to get around the problem
you can download and save wubi.exe, then download the ISO yourself
through your browser and save in the same folder as wubi.exe before
running. Download the ISO from
http://www.ubuntu.com/download/ubuntu/download

For more info on Wubi, see https://wiki.ubuntu.com/WubiGuide including a section on installing.