The Nxt runtime is trying to create files in the C:\Program Files\NXT folder which is read only.
To resolve it you need to run it in desktop mode.
Under C:\Program Files\NXT in the resource folder you should have a file named nxt.properties with the following content:
# This file in internal configuration file used by nxt.exe, this is not the NXT properties file located in the user's home directory
# Therefore do not modify this file
PathJRE=jdk
PersonalOptions=-server -Dnxt.runtime.mode=desktop -Dnxt.redirect.system.out=true -Dnxt.redirect.system.err=true
This file is used by nxt.exe to compose the Java command line.
Is it there?