This error indicates that a user is not currently logged on with Administrator rights.  Installing, removing, starting, or stopping the DameWare Mini Remote Control (DMRC) Client Agent Service requires full Administrator rights.

If using Windows Vista, the new User Account Control (UAC) security model must be considered.  It can be difficult to determine whether or not a user is logged in with an Administrator level account.  Vista treats all users (even Administrators) as regular users, and only prompts for consent to elevate rights when it is necessary (and then only within that specific process space).  

6 User Account Control Windows Vista Policies
http://blogs.msdn.com/uac/archive/2006/01/22/516066.aspx

General UAC information
http://blogs.msdn.com/uac/Default.aspx?p=3

Windows Vista User Account Control Step by Step Guide
http://www.microsoft.com/technet/windowsvista/library/0d75f774-8514-4c9e-ac08-4c21f5c6c2d9.mspx

User Account Control Overview
http://technet.microsoft.com/en-us/windowsvista/aa906021.aspx

Rights must be elevated to full Administrator before the DMRC Client Agent Service can be installed, removed, started, or stopped by the current user. 

One way is to open a Command Prompt as a Full Administrator.  This can easily be done by right-clicking on the Command Prompt and selecting Run As Administrator (see below).  Once the command prompt is opened under the correct security context, the manual installation or removal of the DMRC Client Agent Service can resume.

Or, the built-in "Administrator" or  "Domain\Administrator" accounts, which are not UAC enabled under Vista (unless UAC is completely turned off) can be used.  However, these Administrator accounts are disabled by default under Vista Ultimate and Vista Business, and do not appear to be accessible under Vista Basic.

***Note: the DWRCSVista32.MSI temporary MSI package can be used to install the DMRC Client Agent Service on this Vista machine also.