I use Windows normally by logging into a non-admin account.
When I ran the Windows installer, I was automatically prompted for my root password ('root' being my Windows admin user name).
On Linux, when I run the installer without root privileges (which I always do), I'm prompted for an installation target, and can simply install to my home directory as an underprivileged user.
On Windows, I think a user should have to right-click on the downloaded installation package, and click "run as admin" to install as admin.
If they don't install with admin privs, then they should receive a prompt asking them for a target directory.
Just my opinion, but thought it was worth a discussion.