This is a reoccurring fault with my GoG purchases and frankly I'm getting VERY tired of it.
You guys (the people running GOG) know full well that on anything more modern than XP, the default user CAN NOT write to the Program Files & Program Files (x86) directories, it can only read & execute. The simplest way around this problem is to dump everything, by default, in to the /Users/ProfileName/Games directory.
If, whatever game you are converting, is so crappy that it demands it be in C:\Program Files no matter what you do then make damn sure every shortcut, link or similar is set to "Run as Administrator".
The reason why, the Toolset won't save, is because the launcher isn't elevating it to Administrator and it is trying to save in an area only Administrator can't write too.