Cannot run file

I am using windows xp pro sp2 and I am trying to run sub7 and poison ivy to configure a server. Yes they are trojans I know, and for some reason I cannot run them, it says I do not have permission but I am the admin. I dunno if this affects it but my antivirus program (avg) catches them and I just tell it to ignore. And no I'm not infecting others, just my computers at home.