Although that is strange for a game, go to All Programs > Find the game > right click > Properties > Advanced > Tick "Run as administrator" --- that will always open it in Admin mode.

I just searched online for the problem and found the page at http://www.bgsnowie.com/support/bugs.dhtml?bugid=2
If your problem was with version 4 of the program there showing a permission denied error then it appears downloading the update at http://www.bgsnowie.com/support/download.dhtml should help fix the problem.