Hold down a shift key and right click on the installer program and select "Run as..." from the context menu. Enter the admin log in details on the dialogue and the installer will run with the correct privileges.
It may however be that although you have admin privileges, the group policies set for the domain may stop some things from being possible, i.e. they might give you admin privileges to be able to change network settings, power saving settings etc, but not allow you to install new applications.