When you open SDK manager, right click on the .exe and select
"Run As Administrator".
Don't open it from within android studio, find the exe file on your
machine. Worked for me when I ran into that problem.
EDIT: You may need to download the sdk separately form here: https://developer.android.com/sdk/index.html?hl=i
Click VIEW ALL DOWNLOADS and pick the appropriate 'sdk only' download
for your machine.