Confirm that the executable exists and that you can run it:
C:\Program Files\Quest Software\Defender\Defender Console\DelegatedAdmin or C:\Program Files (x86)\Quest Software\Defender\Defender Console\DelegatedAdmin
There should be 4 files in that folder, including the executable, DefenderRightsUI.exe, which is the wizard itself.
Can the file be executed manually?
If not, your antivirus program or User Account Control (UAC) may be preventing the file from running.