Did you try the installation process again? Maybe it glitched out the first time. Windows seems to do that a lot.
There are several posts in
this thread that may also help. It's specifically for Windows 10, but it could still be useful if you're using a different version.
The only other idea I can think of is to install UTAU in Documents or anything else that isn't Program Files (if the installer gives you the option to do that). I'll post again if I find anything else.