Downloading New Songs to GP library

Hello to all the community members,

I'm facing an issue with adding new songs to Gentle Piano library.
Did anyone have the same experience?

Following the instructions on the web-site:
1. create new folder on C/Program Files (x86)/ "New folder" - DONE
2. save the file to this new folder - ERROR.

Please see the screen shot attached.
I thought first it's my pc denies the access, but then i couldn't have created any folders there or made any changes at all.

I've already sent the email to the admin, no reply so far.

Will appreciate any help!
Thank you in advance