Just tried to install 9.p04 desktop edition and got a failure

Actually downloaded above... Burn CD .. Put CD back in and got the option to "install within Windows"
Took that option, seemed to be going well, then encountered an error as below:
C:\ubuntu\Ubuntu.ico
04-25 11:14 DEBUG TaskList: ## Finished copy_installation_files
04-25 11:14 DEBUG TaskList: ## Running get_iso...
04-25 11:14 DEBUG TaskList: New task copy_file
04-25 11:14 DEBUG TaskList: ### Running copy_file...
04-25 11:17 DEBUG TaskList: ### Finished copy_file
04-25 11:17 ERROR TaskList: [Errno 13] Permission denied
Traceback (most recent call last):
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\backends\common\tasklist.py", line 196, in __call__
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\backends\common\utils.py", line 206, in copy_file
IOError: [Errno 13] Permission denied
04-25 11:17 DEBUG TaskList: # Cancelling tasklist
04-25 11:17 ERROR root: [Errno 13] Permission denied
Traceback (most recent call last):
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\application.py", line 55, in run
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\application.py", line 125, in select_task
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\application.py", line 193, in run_cd_menu
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\application.py", line 117, in select_task
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\application.py", line 155, in run_installer
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\frontends\win32\frontend.py", line 137, in run_tasks
IOError: [Errno 13] Permission denied
04-25 11:17 DEBUG TaskList: New task check_iso
04-25 11:17 DEBUG CommonBackend: Searching for local ISO
04-25 11:17 DEBUG CommonBackend: Could not find any ISO or CD, downloading one now
04-25 11:17 DEBUG TaskList: New task get_metalink
04-25 11:17 ERROR TaskList: Cannot download the metalink and therefore the ISO
Traceback (most recent call last):
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\backends\common\tasklist.py", line 196, in __call__
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\backends\common\backend.py", line 482, in get_iso
File "Z:\home\evan\bzr\wubi.trunk\build\wubi\files\lib\ wubi\backends\common\backend.py", line 326, in download_iso
Exception: Cannot download the metalink and therefore the ISO
04-25 11:17 DEBUG TaskList: # Cancelling tasklist
04-25 11:17 DEBUG TaskList: # Finished tasklist
I suspect this may be because I have a fiorewall running??
It has created a C: ubuntu directory containing three directorys and one icon and one uninstall prog (699mb)