Virtual DJ verify that you have access to that directory error.

How to resolve Virtual DJ error writing to directory Error:
When the Download is ready click install. It'll be a PC.MSI file.
Follow the on screen steps given.
Just before the Install button, when given the option for Advanced to change Install location, click advanced and it will let you amend the location of the Install for both the program and the Skins.
Change the Skins to where ever you want as long as it is not using Microsoft "One Drive" as there are permissions that clash between the main program location and "One Drive".
Continue the Install as prompted.
Installation should now complete providing you are actually the logged in to an Account with Administrative Privileges in Windows 10.
Hope this helps.