That's an admin lock on your computer. If your parents use the same computer, and you have your own login, it's their way of making sure you don't install or play things on the PC that they do not know about. To install, you need to log in under the master admin account (most likely parent's). In short, talk to your parents about this.
There are several online MMORPGs out there that are free to play. A lot of the Korean based games follow the model of free to play, pay to play. Meaning: The average gamer can play their games for free. If you want the really great loot, you have to buy it off of their website. Doesn't sound fair, but this business model works very well for the free MMORPGs, and the games aren't terribly unbalanced by the money items.