Hello Ken Knepple,
The it seems that you do not have rights to install Sitefinity under your host server. Generally if you are trying to run the executable you should be an server administrator. Otherwise you need to install the project on your local machine and then deploy it on the host server using FTP.
Most probably you are trying to run the website in medium trust level. Sitefinity can work under default policy of Medium Trust level. If there are any additional restrictions you could have problems running the website. More information about Medium Trust setup can be found at this forum post
the Telerik team