That's an odd reason, considering all these other Unity productions that seem to have no issue handling file access. Perhaps it's just the place you're trying to save to that does it? Certain folders are, after all, not generally allowed to be written to, such as Program Files.
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now that I think about, you are right about that. Is just when I started the game the load and save were one of the first things I did, and I just followed the script tutorials at unity site so and did everything as default.
The folder that it uses to save is user/appdata/locallow/duodevelopers and AFAIK this has been the reason this gives me trouble, I will look if i can change it to another folder soon tho