How to install Squid cache proxy server in Windows?

follow this tutorial : 

http://www.youtube.com/watch?v=gF0pv-_h8yU

You need to run the command prompt as an Administrator to avoid the problem. For example:

1. click on start
2. click “All Programs”
3. click on accessories
4. right click on “Command Prompt” icon
5. click “properties”
6. click on the “shortcut” tab on the top
7. click the advanced button at the bottom
8. click on the check box that says “Run as Administrator”.
9. click OK

When you now use the modified shortcut to the command prompt session it will allow you to perform Administrator operations and avoid the error.