You downloaded RoR installer and were trying to install RoR, yes?
On which step exactly did it show you that message? Was it right after you selected the Content Packs to download?
Is there any chance you could give us a screenshot of the installer+message when it does this? (you can use Window's Snipping Tool)
You could try to right-click the installer and "Run as administrator", and see if that helps.
You should also make sure you have enough free space on your C: drive for the installer to download the selected Content Packs.
I'm not sure if the installer itself creates any log file we could have a look at, but maybe somebody else will know?