Something very wrong is happening on your system, and it really seems caused by the antivirus/firewall which is causing the following problems:
- It blocked access to the executable ( the "access denied error" )
- It prevented the installer to even download the files or it removed them after download ( the "missing disk" error )
Try after a Windows restart and, before doing anything else, remove the Documents\GSX_Installer folder, then be SURE ( absolutely sure ) the antivirus and/or firewall is not blocking anything, and try again.