I have downloaded a few rpg online games online... But everything works until i want to start it?

I downloaded a few rpg games from online... The problem is that i cant start the game after it is installed.

IN example i click on the game from a shortcut and it says its uploading the game. But it either disconnects me, says the server is busy, or it just doesnt upload.

Now i believe that its because of my CA security on my lap top it reads all games as administrations? Any ideas of getting around this?