It's a security issue. The OS should naturally prevent programs from writing and modifying files on the system normally - it should never be easy to do, otherwise there would be viruses abound. You should be able to use the user folders just fine.
[quote:1hm0jke2]It is tempting to solve this by writing files to the application's folder. However this also may not work; on many versions of Windows, the Program Files folder requires administrator permission to write to, although you can read from it.
The solution is to write to the user's folder, which you almost certainly have write permission for. This is provided by the UserFolder expression.