Yes, I just tried to install the new 3.0.2 version by clicking "Run as Administrator", but it didn't work either.
I guess it must indeed be something related with my machine since no one else seems to be reporting this situation.
I'm running the portable version on a pendrive that I will be using just for that, always plugged only on my personal computer, so I think it will be as safe as using the Windows Installer version.
Thanks everyone for the help