You'll have to do as it asks - You'll need the administrator's password to be able to download the game onto your PC user. Your best bet would be to use another browser, download the setup, and right click it and go to "run as administrator." It might ask you to enter in the administrator's password, which you'll need to enter. If it doesn't let you save it to your desktop or download it at all, you'll probably need to log in on the administrator's user and download FH there. I hope that works for ya'. ;)
Yeah, your Grandmother would have to do dat. But if that dosn't help, try removing your firewall(temporarily) and downloading the file, then running the setup. It should work, I hope. ouo Anywho, wish ya luck!
~ Whisper