Error Windows cannot access the specified device

My computer is running Windows Vista Ultimate Edition with 32 Bit.
I am getting this error:
Windows cannot access the specified device, path or file. You may not have the appropriate permission to access the item.
This happened whenever I try to access .exe files on my computer. It keeps showing and as far as I know, I am the administrator of my own computer. Nobody uses this except for me.
Somebody told me that it may be because of a wrong registry so I downloaded CCleaner to fix my registry. But the error is still showing. This started when I downloaded themes for my computer. I remember I downloaded a patched theme or something.
When I try to install the theme, the error started popping out of my screen. At first I did not mind the error, and just deleted the theme I downloaded. But when I try to install a game, the error is showing and I cannot start installing it. What can I do to prevent this error?
Did I change something on my computer setup?
I click the file I am trying to install and then go to properties then hit the Run as administrator, then retry installing it, but the error is still there. Please let me know what to do.
Just reply to this thread as I will be watching this post.
