We'd need to know a bit more about exactly what you are doing. The post title specifically refers to the Arduino Mega 2560.inf file, but your post does not. Windows is not particularly helpful with many of its error messages.
"Access is denied" is a prime example. Access to what? What kind of access? Denied by who? Why?
Tried installing the driver and windows shows up an error
Can you describe exactly what you did? Screen shots would be nice.
I had no problems installing and using the software on Win 7, 64 bit, although I do not have a Mega (yet).