If you getting this error "Windows cannot access the specified device, path or file. You may not have the appropriate permissions to access them." then probably, you are trying to execute a exe file or a program downloaded from the internet, or copied from another location. In Windows, a downloaded executable or a copied executable is automatically marked as blocked. In my case, I was trying to install the MySQL OBDC driver file copied from another computer to a windows 2003 server.
To resolve this, just right click on the file and then choose 'Properties'. In the properties window, at the bottom you will see a security notice which says "The file came from another computer and might be blocked to help protect this computer". You will also see a 'Unblock' button next to it. Just click on 'unblock' and then 'Apply' and then click 'OK' to close the properties window.
Now double click the file and it will run.