I got the message, "error opening file for writing" when trying to install ImgBurn.
I rebooted and noticed a message about security from windows. It turns out I had disabled Comodo Firewall (although it was still running, just in disabled mode). If you right click on the Comodo shield and then go to "Firewall Security Level" and select something like "Custom Policy Mode".
It was either this or the reboot that fixed my problem with ImgBurn not installing due to "error opening file for writing".