Solved
Guang,
This is just a small configuration step you need to take. In the Integrity Admin Client, in the Configuration Management node, click on Policies, and then right click on Global Policies and select Edit. On the Change Packages tab, put a check next to "Integrity Manager Enabled". Apply and restart your client for this to take effect. Once you have done this, the sample data/solution should install without a problem.
See the picture below:
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