You could temporarily disable the UAC notifications to see if that's your problem.
Start > Type "UAC" > Change User Account Control > Drag the slider to the bottom
Attempt to install a gadget
Re-enable the UAC by sliding the bar back to where it was before.
Quote: Originally Posted by Qdos
According to Qdos you may want to check that your Gadget's permissions are optimized. Run GPedit.msc and make sure your gadgets settings match his screenshot