R Studio does not install pacjages

R Studio does not install pacjages

I have a problem when I am trying to install r-packages in my Windows 7. I
have R Studio 2.15.3
When I try to install a new package a window pops-up asking me if I want
to create a new folder to save the package as there isn't one. But when I
click yes, nothing happens. When I try to type the command in the R
console then I came up with this:
Warning in install.packages : cannot create dir 'C:\Users\ΠαÏις',
reason 'Permission denied' Error in install.packages : unable to create
'C:/Users/ΠαÏις/Documents/R/win-library/2.15'
Does anyone knows where the problem lie?
Cheers
Paris