Nobody ever reported at the stage of "Saving uninstall information' which, of course, is something the installer program does entirely automatically, it's standard library code that we haven't have any control over it. It's also quite strange that you see a difference between GSX and other installers, since they are basically the same, especially on *that* stage of the install process.
From the message, it's possible the permission problem might not necessarily be over a folder but, possibly, in the registry, since the uninstall keys are written in the registry.
Try to create a new user account, and install from there.
