This is related to a Windows permissions issue. There are Write/Modify restrictions, or a restrictive group policy could be the culprit (if on a domain).
1.) Verify that the user account you are under has Full Control over C:\Mercury and C:\Temp. If any Read Only attributes are checked for those directories, they should be removed, as well as any Deny permissions.
2.) Try promoting the user account to a local admin temporarily and see if the issue disappears. Often, you can remove the admin status from an account after the program is ran the first time and will not experience any further technical problems.
3.) As a last resort, have the local network administrator remove that user/computer from the domain group policy. If the problem disappears, check which restrictions are being applied.