After that, the Access Denied warning will still be shown, but it should not prevent from clicking on Next button and finish protecting machine successfully.
Note: there might be a case when there are 2 warnings shown at the same time "Access Denied" and "machine is already protected by another Core". If this is the case, changing UAC is not enough and agent pairing with the previous Core must be removed manually. Otherwise the Next button will stay grayed out. To do this, please perform the following steps on the protected machine