can anyone help me with this?
 
C:\Windows\system32\msvcr71.dll
an error occurred while trying to replace the existing file: DeleteFile failed;code5. access is denied
with this??
 
I am logged on as admin and all of my firewall settings are down. completely.

There is no indication what version of SONAR or Windows is involved. I am guessing X3 based on a previous post. Here is an older knowledge base article https://www.cakewalk.com/Support/Knowledge-Base/2007012916/Installation-error-DeleteFile-failed-code-5-access-denied. The error points to insufficient rights to perform the activity. If this is the download version of X3, try right-clicking the installer and selecting the "Run as administrator" option. This is an elevated privileged above a regular user with administrative privileges.

I concur - Run As Administrator is not the same set of privileges as just having a user that has Admin privileges.  Why they didn't name these two different things I will never know, but they are indeed different, and Run As Administrator DOES use an admin execution token, which may well be what you need.
 
Per the above post, try right-clicking on it and clicking Run As Administrator.
 
Bob Bone