Try this solution I found on the interwebz!
If the below solution doesn't work, try running the game as administrator.
The problem is with the security permissions on your profile temp folder. To fix it navigate to %temp% or C:\Users\[Username]\AppData\Local and right click on the Temp folder and choose properties, then click the security tab and click advanced.
On the permissions tab you should see the permissions that are there. There should 3 which are:
'SYSTEM' with Full control which applies to 'This folder, subfolders and files'
'Administrators' with Full control which applies to 'This folder, subfolders and files'
'Your Username' with Full control which applies to 'This folder, subfolders and files'
and all 3 should be inherited from the C:\Users\[Username]\ folder.
If you don't have the 'Include inheritable permissions from this object's parent' option ticked, then tick it and click continue if there are any problems, then remove the permissions that aren't inherited.
Once you click 'Apply' and click 'OK' you should have the permissions to write to the directory and you won't get those error messages any more.