Unfortunately My SCSI Interface to my Crystal Ball broke last week so I don't know how to answer you on this one as I have no idea what OS is in use here or what Software is attempted to be installed.
However in every version of Linux that I have ever used you need to enter the Administrator Password after you start to run the Installer of any Application. It generally pops up a Password Box that you have to fill in before you can proceed with the install.
Open BSD works slightly differently but because it is again Open Source many think that it's a form of Linux and call it as such.
So if you would like to list the Name of the OS and Application being used here and where you have obtained them from I'll do my best to answer your question.
Col