Actually I meant "try to create some user", just to see if you have enough privileges for that. Postgres may not be able to complete installation if specified user already exists. I would delete this user before attempting another install.
What you experiencing is a compatibility issue with installation, (you can call it a bug; looks like it will be fixed in version 8.3)
This problem is documented
here
along with some hints on how to work around it and make install work.
You may also find some practical help in
this article
They make a couple of interesting comments relevant to your problem:
Prior to version 8.2, PostgreSQL refused to run with administrative privileges as a security precaution designed to limit the damage caused by a security incident involving this software.
... ... ... ...
Notes on Vista:
The install on Vista is similar to other Windows installs but to install on Vista, you must turn off User Account Control first.