This could be due to two possible reasons:
You do not have administrator privilege to install software in your PC. Right click on BIConnector-Trial-Version-x64.exe
and see if you see a "Run as Administrator" option. If you do not, please contact your IT and request help with the installation.
- The directory in which BI Connector executable is downloaded (typically Downloads folder) might not have the privilege to open/run programs. Copy the BIConnector-Trial-Version-x64.exe to another folder (say Desktop folder) and then Open it.