A priori, Windows filesystem is not case sensitive. So, there should be no difference between ‘Program Files’ and ‘program files’.
@milou7 You are trying to write in the ‘*C:\Program Files*’ directory, which is a MS Windows protected system directory, under a virtual machine. This should translate to : trying to write into the .ISO image of the virtual machine which should be read-only.
You tried to write in the “Desktop” directory your user account which might also be read-only under your virtual machine. Could you please check the permissions of that directory?
Often, virtual machines mount your laptop hard-drive as a shared drive under the Windows virtual environment. Could you please try to locate this drive and try to save on it?