Rod

Yes, you are doing something wrong. :)

It's very likely that you are trying to save these files to a restricted
area such as C:\Program Files\<your application> folder.

You need to be saving these files to the User area, such as C:\Users\<user
name>\Documents or a folder you create in the users folder tree.

You are also using legacy programs that are apparently not compatible with
Vista. These programs were written for older versions of Windows, such as
XP, where programs were allowed to access every part of the OS, unrestricted
and where every user ran with full administrator privileges.

Have you ever asked yourself why a program like Paint Shop Pro needs to have
unrestricted access to your entire computer or why you have to run it as an
administrator? This means that if you turn UAC off and start PSP, any
malicious program can easily run in the same environment as PSP with the
same unrestricted access to your system. With UAC on, the malicious program
would need to ask your permission to run.