Error "(Fortinet_tsagent) failed to start. Verify that you have"

I want to configure the proxy of my fortigate and I need to install the “Fortinet_tsagent” to recognize all the users in the Terminal Servers, but in a Windows Server 2003 I get this error when I want to run it:

“Service Fortinet SSO Terminal server agent (Fortinet_tsagent) failed to start. Verify that you have sufficient privileges to start system service.”

The user I am using has administrator privileges to everything. That is not the problem.

Can you help me?