MPerfectDrugJ: See, but I've bought and installed games without admin privaleges on this pc. Like, for example, the steam version of Half-Life.
I don't know Steam intimately, but from what I understand a portion of Steam runs in the background (as a service) which has administrator rights. When you installed Half-Life the service with admin rights may have been doing the actual installation. Others could clarify that more.
MPerfectDrugJ: And I've downloaded and installed Beneath a Steel Sky from other websites and installed it just fine.
Some games/programs don't require administrator rights in order to install or run, particularly anything that uses DOSBox or ScummVM. In those cases the installer would default to installer under Program Files and in other cases would likely default to the user's profile.
If your game uses DOSBox or ScummVM, you can probably unpack it and run it from the extracted files. Not the easiest method, but if you can't convince your parents to grant you access to an admin account (only for installing, not actually running the games) it can be a useful approach.