I needed to install DX9c because I wanted to play a game that was very finicky about which DX version it wanted. Normally in Windows7 you get a shield where you confirm that you indeed want to install ...

If you see You do not have sufficient privileges to install the program error message when you try to install a program or driver on your Windows computer, then this ...

That doesn't make a lot of sense because SYSTEM is the computer. SYSTEM has more rights than administrator in just about all aspects of the box.

Windows 11/10 users can right-click on any MSI file to get the Run as administrator option. However, if the Run as administrator option is missing for MSI files, you can fix the issue using this guide ...