access is denied??

ive tried running this game on windows 7 in compatability mode ive installed it using the 'install' disc and trying to play it with the 'play' disc but Kaspersky internet Security warned me about the gtaiii.exe. so, hesitant i ran it in 'safe mode' but to no aveil. now whenever i try to play it a message appears saying 'access is denied' with the error message telling me to create a file (it doesnt show the full file name but its someting along the lines of 'appdata/local/temp/~f51e43.t'.... any advice on what to do???