[python-win32] cannot install pywin32, 'access denied, cannot open archive'

[Peter Scheie]

I'm trying to install the pywin32-214.win32-py2.5.exe package onto a Windows XP 
virtual machine running on VirtualBox on Ubuntu 9.04 (Jaunty). I've got python 
2.5 installed.  Whenever I try to run the pywin32-214.win32-py2.5.exe, it first 
gives me a "Run As" dialog that asks me which ID it should run under, either my 
own ID (which has administrator privileges) or Administrator.  If I choose my 
own ID, I get a Runtime Error saying "Access is denied. Could not open archive." 
  If I try to run it as Administrator, it just instantly pops back to the same 
"Run As" dialog.  I've tried logging in as Administrator, but I get the same 
thing.  I've tried the version 213 package, and I get the same thing.  I've 
installed PIL, FileZilla, etc. with no problems.  I just can't seem to get 
pywin32's installer to run.  Any suggestions?  Thanks.

Peter