E: Since this answer seems to have gained some popularity, I will add: doing things globally is most of the time not a great idea. Almost always the correct answer is: use a project environment where you’re not installing things globally, e.g. with virtualenv.
For those that may run into the same issue:
Run the command prompt as administrator. Having administrator permissions in the account is not always enough. In Windows, things can be run as administrator by right-clicking the executable and selecting “Run as Administrator”. So, type “cmd” to the Start menu, right click cmd.exe, and run it as administrator.