Free SQL Health Monitor: Access to the path '...\bin\sd.sdf' is denied

Free SQL Health Monitor: Access to the path '...\bin\sd.sdf' is denied

I'm getting the message:
 
Access to the path '...\bin\sd.sdf' is denied.  Exceptioin in write to file.
 
I have full access to my Win7 workstation that I am running this.  So why am I getting this?
Thanks,