If anyone can help it would be a wonderful day. I took a few screenshots and actually took a ink pen an paper and wrote down the location of the file for the screenshot. Well wouldn't you know it, when I arrived at the "C:\Program Files\ Ubisoft\ Silent Hunter Wolves of the Pacific" folder there was no SH4Img@2012-03-29_01.31.29_975.bmp
That last part was suppose to be the image. Not there. Seems like every file for the program was there but no screen shots. I actually sent an email to ubi and they sent back a response to check here.
So if anyone could help I would be in your debit for a little bit, (though to write "in your debit forever" but that won't work).
Welcome to the SH Forums, Breezieday. Happy to have you with us.
Now as for your problem. I'm going to make a guess here that you are either using Vista or Win 7 as your OS. If this is the case you have a couple of options. First, try shutting of your UAC (User Account Control) and see if that helps, if that doesn't help I suggest re-installing to someplace other that default install in Program Files.