Install issues! Please help

I have downloaded the VU Client installer from this site, when I start it it asks where i want to place the client, and i leave it in programas, after hitting install i get the error

Setup was unable to create the directory
C:\users\steph\appdata\local\VeniceUnleashed
Error 5: access is denied

I hit ok and it tells me setup was not completed Please correct the problem and run setup again.

What am i doing wrong here?

Download the ZIP file https://veniceunleashed.net/download?zip

and extract it to another location, e.g. C:\my_vu_for_bf3