The collection should still run even without administrative priviledges, just with less accurate CPU time numbers.
You can removed the message by turning off this option in the GUI by unchecking 'Collect highly accurate CPU time', or by adding the option '-knob accurate-cpu-time-detection=false' to the command line.
This is a known issue. It was recently reported and designers are working on the fix. This problem is environment-specific. Meanwhile you can try to re-install the product. Running it on a different machine should help also. And this problem occurs with user mode sampling only, EBS analysis will work.