While running the installer as a non-administrator on Windows I got the following

It doesn't show up when running the installer as administrator.

But what's going on here? What's installer.dat?

If I hit Ok and keep going, installing on C:\Users\user\MyApplication seems to be fine.

If, instead, I choose to install on C:\ProgramFile\MyApplication it asks for administrator password, if I give it then installation seems to complete fine also.