It is a Windows Vista problem. If you are not using Windows Vista, don't worry about it.

If you are using Windows Vista, it is advisable to uninstall RTW and install it to a location that isn't under the "Program Files" directory, then install EB on top of that. The particular location doesn't matter, as long as it is not under "Program Files".

You do not have to do this, however you may experience problems with you install at a later date if you install under the "Program Files" directory while using Windows Vista.