Problem in installing flash cookie cop on Windows XP

Hello Techyv Users and Experts,
I have recently came across the fact that flash file stores cookies on computer and it is very difficult to get rid of these. I google to find some software to disable these cookies and found flash cookie cop. Now whenever I tries to install it on my XP PC it says permission denied. I don't know what's the problem. It can be due to crash encountered by my PC two days ago. Please help me out.
