Must have more data...
Is this a store-bought computer, such as a Dell or HP? Which version of Windows version are you using? Are you logged-in on an Administrator account, and do you know what the User Account Control (UAC) is? Yours might be set high, and blocking you there. You can try to turn it down. It might also be, if you are downloading the game from Ubisoft or Steam, that they are blocked by the firewall, and just need "permission" to do the download and install. You would usually receive notification to the effect that "Steam is attempting to access the internet..." or whatever.
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