Re install as Admin, run once as Admin or manually register the .dll from an elevated CMD window;
64bit systems
regsvr32 C:\Program Files (x86)\Xara\Xara_Photo_Graphic_Designer_6\Filters\P DFFilter\PDFFilter.dll
32bit systems
regsvr32 C:\Program Files\Xara\Xara_Photo_Graphic_Designer_6\Filters\P DFFilter\PDFFilter.dll