<taking another stab...>
With win7 & 8, the files under the "program files" directory are zealously guarded by the User Access Control. One of the things you can do (not recommended, in general) is simply turn off UAC in your control panel -> user accounts.
The approach I took in 7, then 8 then 8.1, is to right-click the Neverwinter Nights Diamond Edition folder and choose the Properties menu.
In the properties pop-up select the Security tab at the top and change the permissions for administrators to full control. This will allow the game to read and write to this folder.
<...at the UAC blob-monster>