System details - help us to help you (click on blue link)
If using Vista, set the installer to run as Admin. After installing, right-click the LW shortcut on desktop & set to run as Admin.
If still problems, try this technique:
http://www.gnutellaforums.com/333278-post2.html
Remember, LW 5.2.1 is a beta version. If you wish to use that version then use that beta installer instead of the one mentioned in the link in previous paragraph.