when i try to install the game it gets to data/ammo/battery1.png and then gives me error code 5 and says access denied
Where are you trying to install the game to? That error means that something else on your computer (probably an anti-virus) is blocking the Cosmoteer installer from copying the files.
Assuming your using the default install location you should try running the installer as admin which you can do by right clicking on it. You can also go into the settings for your antivirus and make sure Cosmoteer is whitelisted.