Not allowed to save downloads as administrator

I have encountered something multiple times that I think is ridiculous and
cannot believe it is happening. Someone has had to have encountered this and
there must be some resolution.

Recently I have tried to download plugins for Firefox and save them to the
plugins directory. Vista will not allow me to save them in that directory
and is telling me I "...don't have permission to save in this location
Contact the administrator to obtain permission."

As Vista will gladly tell me when looking at the users setup in the
software, I am the only user and also the administrator. Therefore, there is
absolutely no logical reason for me to get this message.

If you have encountered this and determined how to allow Vista to permit the
administrator to save files to any directory, please let me know. Thanks.

FYI to assist with resolution. I am running Vista premium that was
pre-installed.