They both installed for me, so it seems to be a permission issue. Do you have
UAC turned on to be able to grant permission?

As a test, copy a few fonts that you want to install to your desktop, then see if they will install from that location. If they do, then
take ownership of the fonts folder and all of it's contents (the fonts) on your external drive and "Allow" your user account "Full Control" of them. Afterwards, see if you are able to install them.