That's surely not a GSX installer problem, and nobody ever reported it before. We don't try to change, install or write that .DLL, which is part of any Windows installation.
We only use an already (correctly) installed version, to make changes to the DLL/EXE.XML files, using the standard Windows routines but without trying to write or upgrade any of such DLLs, so that doesn't explain the "Access denied" error, as if we tried to overwrite your existing MSXML3.DLL, which we don't.
However, searching Google for this errors, suggests this is a problem with your settings, try this:
http://stackoverflow.com/questions/17401413/msxml3-dll-access-denied
