I figured this one out yesterday. You have to right click on the folder that you're trying to save that file to, select properties-->administrators(or users if you're the only one on your computer)-->edit tab-->and then check the radio boxes for the properties you want to allocate to yourself.
I was having a frustrating time creating my own .png for objectdock icons (I recolor a lot of ones that come with the free program). I would open the png icon file in Photoshop, recolor it, and then I didn't have permission to save the image. After I assigned myself permission to alter the Objectdock file on my harddrive under programs, I was able to save again.
I hope this fixes your issue, Richard.