Is your "new" laptop coming directly from the factory of a retail manufacturer, or did you receive it from an IT person in an organization (company, etc)?
If you are not the first end-user to touch this computer since it has left the manufacturing facility, then it is quite possible that whoever first used it has done something to take away your user's administrative privileges. This is extremely common for corporate laptops, and would be the reason why you can't install things.
If this is a brand new laptop from a retail store or a manufacturer and you are the first user to turn it on, then this behavior is quite strange, as I've always seen manufacturers provide administrator privileges to retail PCs out of the box.
Either way, if you are absolutely intent on doing so, and if it isn't against your corporate policy, you can probably put in a Windows CD and install a new copy of Windows, wiping out the old. That will let you set the password on a user account with administrative privileges, and you can then install things as normal. But I would only recommend doing this if you do not ever connect the computer to a corporate network, as they often have special settings or organizational policies that require certain settings for network connectivity, and/or punish employees who violate policies about using standard system images. If you're in a corporate environment, you're just going to have to live with it, and maybe try to convince your IT shop to either give you admin rights, or install the software you need.