I have this program that i need to open up, but very time I try, I get an error saying:

Could not create file ''C/Users/etc...".
Access is denied.

I gave myself "Full Control" of the program, I tried completely re-downloading it, I told my virus protection software (AVG) that it is safe, and I tried opening it with my firewall temporarily turned off, but i still get the same results! I guess my question is: How do I give an application access to "create files"?