To solve your problem, you need to change the integrity level of the C:\Users\Username\AppData\Local\Temp\Low folder
Execute the following command: icacls C:\Users\Username\AppData\Local\Temp\Low /setintegritylevel (OI)(CI)low
Protected mode can only write to low integrity objects.
More information:
http://blogs.msdn.com/ie/archive/2006/02/09/528963.aspx
http://msdn.microsoft.com/library/default....otectedmode.asp
http://www.securityfocus.com/infocus/1887