Not sure running as admin is enough to give write permission.
FWIW, in order to get rid of problems with the UAC, in TILP II 1.16, I ended up writing files to the user's home directory for Windows as well, to match the behaviour of the *nix versions of TILP. The home directory is:
* on Windows XP, C:\Documents and Settings\<username>;
* on Vista and 7, C:\Users\<username>.
Glib has a function for abstracting the platform differences; I don't know what the equivalent in Java is, if any (but IIRC, Java 6 introduced APIs for abstracting some environment / platform differences).