If you're on a Windows box there are two things that might help:
1) try to uncheck "Read Only" for the folder the game resides in (and recurse subfolders).
2) (If #1 doesn't work...) Install the game outside of your "Program Files" folder.
#2 is more for Vista users since the OS gets a bit uptight about changing files in that folder. Also, if you're on Vista, running the program as administrator might help.
But I know it's happening on XP machines that even have the folder settings okay - irritating quite a few users so it's a glitch of some sort. Of course, don't expect NGD to fix that in a hurry - it's been around for a little while now.
