Eclipse will not install Android Support Library

I am an experienced programmer but new to Android, hence using Eclipse for the first time.
Unfortunately I cannot get my first project off the ground. I get as far trying to create the project when the following sequence happens.
A screen arrives titled 'Install Dependencies' telling me that the required version is 8 and the installed version is 'Not installed'
I click on the Install/Upgrade button and something must happen because Android SDK Manager pops up and I get a whole series of 'Fetching:' messages.
The next screen asks me to Choose Package to Install and the only option is Android Support Library, revision 10. This doesn't bother me as I presume 10 is better than 8 so I hit the Install button.
This is where it all goes wrong as I get a red message saying:-
File not found:C:\Program Files (X86)\Android\android-sdk\temp\support_r10.zip (Acces is denied).
Sure enough, when I check this folder, it is empty.

Now, something must have happened as as SDK Manager did a whole lot of fetching and must have put these files somewhere.

I am quite happy to find them and put them in the correct folder but the question is

What is the name of the files that I am looking for ?

Can somebody please help. I am sure there must be a really simple solution.

Thank you, Mike

Are you using the Archive method to install the support files ?

Have you tried the ADT Plugin Update Site to fetch ?
check the site http://developer.android.com/tools/sdk/eclipse-adt.html for the procedure for creating the Update Site.

Thanks Ramesh,

Problem solved as follows :-

My problem must have been caused by a dodgy software release (probably Android ! ).
In sheer desperation I wiped everything clean and started again. This time I noticed some differences.
First of all, the Android download was version R20.0.3, then this insisted on Java 32-bit whereas before I loaded 64-bit for Windows 7. Just to be consistent, I also loaded 32-bit Eclipse.
The only other thing I did differently was to completely set up Android with all the extra packages before even starting Eclipse.
Everything now works O.K.

Hope this helps someone else. Thread closed, Mike

the number of versions and variants does cause confusion.
glad to hear you got it sorted out.

best luck, happy programming.
welcome to eclipse adt community.