Try running the game as Administrator first off. To do this right click the games exe file (The file you click to start the game) then select run as Administrator from the list. Essentially what running as Administrator will do is allow the game to write the needed files for your settings and profile. If this works then what I write below this tells you how to actually run as Admin without having to do the whole right click thing everytime you start the game.

If that doesnt work you can also try running it in compatability mode, To do this you once again right click the games exe file then select properties. On the next Window that opens click the compatability tab. In there select Windows Me (Millenium) and put a tick in the run as Administrator box to keep all bases covered. Then click Apply and then click ok out of it.

Try these two easy steps first and see how things go.

That is an alternative, yes, but I prefer the batch file option as it doesn't change the executable, it just tells Windows how to run it.
I second iainmet's suggestion but would also like to expand on it by recommending that you run the installer as administrator, too, so if you have the game installed then remove it and re-run the installer as administrator. I also recommend not using the default Program Files location and to instead use your own folder (I use C:\Games\).

Is there no way to automatically slow it down (like in a fixed installer) when installed or the game is started up? Cause if not, maybe you should let people know about the solution on the game page.