Right-click FW & choose Run as Administrator before opening it. Could also do this with Java by finding the Java.exe file.

Also, check space available on your hard disk partition where you are downloading to. Might be short on space. Maybe worth defragmenting your drives also.

My impression is it might be a system permissions error that's not allowing FW to write to the disk.

Possibly some security software is causing issue too. FW might need to be put on their safe list.