When I tried to install Stock market price retrieval for Gnucash – via the included script – I was presented with an “msxml3.dll: Access is denied” error.

At first, I thought this was an UAC problem and reinstalled GnuCash outside the Program Files directory, but this did not help.

The solution turned out to be reasonably easy. In “Internet Options”, go to Security -> Custom Level:

Then, scroll down to “Access data across domains” and set it to “Enabled”:

The installation should now work.

Once it completed (it takes quite a while), I reset “Access data across domains” to “Disabled”.