I have a similar problem, whereas my Domain Admin in his/their infinite wisdom (can you feel the irony?) has restricted this. The quickest workaround is to use the “log on as…” feature using a local account with local admin rights. Or log out your domain account and log back on with your computer account instead.
Software installation doesn’t necessarily impose these restrictions, but updating the software will in some cases. Since you’re updating a firewall, you are trying to update Kernel level files. And Domain Admins can restrict this to prevent malicious code trying to do the same. It’s as simple as that.
Can you try my suggested workaround and give us some feedback on how it went?
Yes. Unless you can use the default Administrator account. Domain Admins usually disables, renames or lock these but you should still be able to make your own local Administrator account. Either log on with this, or use the “Run as…” feature.
Exit the firewall, right click the shortcut icon and select the Run as… and chose a local admin account instead of your domain account. Now you should be able to update the firewall as normal.