It's amazing how many times these kinds of issues appear here in the GOG forums. I'm guessing you've got either Vista or Win7, right? Therefore UAC and DEP don't like you altering the contents of the Program Files folder.

As such, you can search in your Users folder to see if the .ini file is in there instead, or you can re-install to a non-protected folder, like C:\Games\ where the .ini will then be able to be created in the expected place. The same issue happens for save games and other settings files, and is a predominant issue with games since Vista was released, particularly older games.

My recommendation, install all games into C:\Games\ or some other folder of your own creation. This is nothing to do with GOG's installer.

Thanks for the tip. I had forgotten to mention that I was running Windows 7 Starter (it's on my netbook), so I knew it was some sort of security-related concern as I've encountered this long before (when I was using Vista). Anyways, time to go searching my Users / AppData folders and hope for the best. :P

I'll post the exact path here just to help others who are also using 7/Vista and having the same problem.

Thanks!

EDIT: Found it:

C:\Users\<YOUR WINDOWS USERNAME>\AppData\Local\VirtualStore\Program Files\GOG.com\Unreal Tournament 2004\System

Thanks! This was v helpful.

By the way, program files folder is "for read only", but you can change it in properties..