I hate to ask something insultingly simple like this, but are you running the game directly from a compressed folder, like how Windows handles zips? I don't know why you'd be getting the error mentioned in your other post and this one at the same time, unless that was what was going on.
I guess the second thing to check would be making sure that the game dir isn't set to read-only. I guess Winrar could be giving that error when trying to write to a read-only location. I've found a few archives from I-don't-remember-where that had some directories set to read-only for no reason. Don't think this game was one of those cases.
The DL links are packaged as 7z, so I'm not sure how what I asked about would have happened. I just can't think of another scenario that fits off the top of my head.