1. Delete your LW preferences folder:
Deleting LW Preferences folder in OSX
2. Check the location you were trying to save to, find the parent folder & select, Command i, to get information, check who has ownership over the folder. Check to be sure it's yours. If it belongs to the system then you will get permission errors.
* Places not to have your download folder are: System folder, Library folder, Applications folder, LW Program folder or the surrounding Applications folder, other user accounts or main OSX folder directory.
Choose either your User account folder or a different drive but again, check permissions of that folder to be sure you have both
Read & Write permissions for
your user account.