Application Control override

In that case you need to change clients to user mode and apply the policy on the users rather than computers.

or turn off the Application control then try the install because the policy is applied on the computer doesn't matter which user logs in..

Yeah, that I know,  the IT Director would rather it be applied via computer groups than users. I was just hoping there was a way when sitting at a users desk I would Manually override the policy.

If a SEP client is installed in a PC with computer mode the policies applied to your group of which the computer belongs will be effective It is don't having dependency on the user logged in.If a client is installed in user mode  the policies applied to it will be  depending on the user logged in.It will have  the all policies of the group that user belongs to.So either you have to move your clients to user mode or you have to create a separate group which is having a policy which will allow you to run these files and you have to manually move the computer to that group to achieve your goal.. 
Note:Switching a PC to user mode and vice versa can be done from SEPM console...

Moving clients from one group to other can be done through SEPM console. Sylink drop also can be used for this purpose.