|Does your user have administrator privileges ? |
Users in XP have administrator privileges by default, but if some user with administrator privileges has assigned limited privileges to your user, there are things that you CANNOT do, including installing at least some programs, and running certain Windows programs, such as msconfig.
E.g. If you get an error message when you type msconfig in the Run box (and have pressed Enter), that's probably your situation.
If your user DOES have limited privileges, you must have some user that DOES have administrator privileges to temporarily, or permanently, assign administrator privileges to your user so that you can install any program, or run any Windows program.
If your user DOES have administrator privileges, if you have recently installed Windows from scratch, if not all of your Windows updates have been loaded yet, most programs use a Windows Installer software package and most of those require that the Windows Installer version 3.1 has been installed, which is an update - they won't install if the Windows Installer is still the version originally included.