Er, wait, I misread that.  I thought you said that when you tried to save a Code::Blocks project then you received an error.  You are actually receiving the error during the installation of Code::Blocks itself?  If so, uninstall what you have if it is listed in your "Programs and Features" Control Panel applet, and then once you go to reinstall Code::Blocks instead of just double-clicking the installer, right-click on it and choose "run as administrator" for the installation.  If you are running into User Access Control problems (UAC) then that should do the trick.