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Run DxAutoInstaller as administrator. It should fix the problem.
Thank you guys, I've solved the problem but it was something else.
The problem was that my IDE>Bpl path was under %userprofile%\..\Bpl (and the same goes for the Dcp path) and in the IDE it was $(BDSCOMMONDIR)\Bpl and $(BDSCOMMONDIR)\Dcp, and for some reason the DxAutoinstaller (same case with all versions that support D2010) uses \Bpl\ and \Dcp\ strings as paths instead of the full path when compiling and installing the packages.
So I solved the problem by changing the $(BDSCOMMONDIR)\Bpl and $(BDSCOMMONDIR)\Dcp paths in the IDE options with the real full paths.