I'm not a vista user myself. But there is an answer to that problem 'somewhere' on the forums I know.
I think the issue is permissions. Set the LW program to run as admin, see if that helps. Of course you need to be logged in as an admin. ie: right-click the actual program inside the Program folder.
BTW when you choose the folder to save to, do you see an Apply & OK button at bottom of option window? If not, grab a bottom corner of that window & drag it sideway & downward. This happens with some people the window does not fully show.