donovanad: I have already reinstalled it, and even after installing the 1.2 and 1.34 patches, it did not work.
EDIT: Well, I chose to run it as an administrator, and now I can save. I suppose I was incorrect about being the administrator (I assumed that since I was the only account and thus the main account, I would have administrator privileges, so apologies to AndrewC).
No problem, most people confuse having administrator privileges with being on the Administrator account (Vista especially has some differences because of certain groups the main admin is part of - at least in Business and I presume Ultimate versions).
To stop having this problem you might try and install the game in a non-system directory (as in not in Program Files, Documents etc.) while under YOUR account (not the main admin one). Also, I would advise disabling UAC.