Ok, I have XP and use firefox, so I have some trouble following your problem. I tried google chrome and it seems to pick its own choice of where to download an exe file. If you just click on it in the browser you cant choose the run as admin option.
You will have to find where google saveed your download. Then using the windows explorer, find that file, right click on it and choose the run as Admin option.
Sorry its so tough, I hate it when browsers make choices for you and hide stuff like this.