Any program that requires to change data outside your personal folders (My documents, etc) need administrator permission. Usually those program bring up a UAC popup, but some will just close down again or maybe idle around not being able to do anything.
Its generally a good idea to run installers, that dont have the UAC shield on their icon, to run with rightclick > run as administrator. That often saves you the hassle with 'did this program install correctly' and 'windows troubleshooting' popups.