You may try the following suggestions one by one to check the issue.
Suggestion 1: Temporarily disable antivirus program.
Suggestion 2: Click Start, All Programs, right-click Internet Explorer and click Run as administrator.
Suggestion 3: Click Start, type inetcpl.cpl into Search box and press Enter. Switch to Security tab, uncheck “Enable Protected Mode (requires restarting Internet Explorer)” and click OK.
Suggestion 4: Click the Start Button, type "User account control" and press Enter. When the User account control settings box appears, move the slider to Never notify and click OK.
If you don't find these suggestions helpful then, you may visit this link -
https://validedge.com/you-dont-have-permission-to-save-in-this-location/What’s the result?