Quoted from: http://cp.sonybmg.com/xcp/english/howtouse.html
To install the software on this disc, you
must have Administrator rights on your computer.
Administrator rights are typically the default
setting for home computers, however, in many
work environments it is not the default setting.
If you do not have Administrator rights, log
out of your account and log in as an Administrator.
The above statement should cause a light bulb to illuminate in your head.
Q: Why would a least privileged user (LUA) require administrative permissions to play an audio CD on a Windows/Mac computer?
A: Because it is trying to install something nasty on your computer.
Yet another reason why I am an advocate for LUA.