What operating system do you have? If it's windows 7 or above, it may have to do with windows security restricting some of your folders (usually program files). You can either try messing with your security settings, or move the game folder out of program files and onto your desktop and running it from there.
~ ® Indie RPG developer.
Twitter: twitter.com/JC_Bailey1112
Twitter: twitter.com/JC_Bailey1112