iTunes downloads but doesn't install!

For a while now I've been unable to install iTunes 9.2.1. I had to uninstall all iTunes-related software, and then supposedly I could just download the new version. When I try to do so, the .exe file downloads completely, and then nothing happens. iTunes is nowhere on my computer--not in Programs, not anywhere. If I go to the Downloads folder and try to open the installation file I downloaded, I'm told I don't have permission, even when I right-click to 'Run as Administrator.'

I've tried checking Windows Updates and running sc/scannow to make sure all Windows components are running properly. I've deleted all Temp files and restarted the computer, temporarily disabling all non-Windows startup processes in case they were interfering.

I've tried both the 64-bit download (since I have a 64-bit Vista OS) and the regular one.

What on earth should I try next??