This is a permissions problem that seems to happen on XP machines. 


If you see this:

Then uncheck the Protect my computer box and click OK.


If you do not see this box, close Orchids Plus and use explorer to go to C:\Program Files (x86)\Orchids Plus  


Find the application called CheckForUpdates. Right click and RunAs administrator - or RunAs and then select administrator. this should elevate the permissions and install the update.