Right click on the installer (csw001_1000.exe), select "Run as Administrator" from the list. This will ensure that the program is installed with admistrative rights, and that should allow it to run.

Out of curiosity, is Flight Simulator X - Steam Edition (from Dovetail Games) installed in C:\Steam\steamapps\common\FSX? I'm  wondering if installing it on the C: drive might be causing the problem. Mine is installed in M:\steamapps\common\FSX (on a different drive/partition even to where Steam is installed, which is E:\Steam).


Note. Flight Simulator X - Steam Edition, by Dovetail Games, is referred to as FSX-SE so we don't have to write the whole thing down each time we refer to it. ;)