With full admin privileges, you should be equivalent to the superuser/root, and should not need to use sudo to install. In any case, I've had distros get a little screwy with sudo when there have been root-privileged users in different groups - so one suggestion would be to ensure that your japrime user is also part of the root group. Also, is your username in /etc/sudoers? Being privileged, but not listed in the file might also be causing your issue. Finally check your system logs for insight as to why your attempts are failing. If your ID is not in sudoers the sudo attempts should be logged to /var/log/auth (in Ubuntu 10.04, anyway).

My recommendation would be to reduce the privilege level of japrime, make sure japrime is in /etc/sudoers, and use sudo to execute in those instances where the mighty-mighty is required. Having too many root-privileged users can be a security nightmare later.

Surely you always need sudo to install programs to areas other than your own home folder? Perhaps I am misunderstanding but I thought the fact you were in the admin group meant that, because of "admin sudo ALL=(ALL) ALL" in your sudoers file*, you could use sudo to escalate your privileges?
Otherwise, what do you even mean by "Full Admin Privileges?".
I still think that if the program is to be run under Wine and states that you are not the owner when running it as root or sudoing (almost the equivalent of running as root) then you should not be running as root or with sudo but, instead, installing it as your normal account.

*I believe this is added in some distros.

You have right 273. Japrime, you should install software for WINE under your own user account, these Windows programs do not need your Linux root access. Please post link for guide you followed. Also if this application is named Personal Ancestral File? If yes, then it install and works without problems.