Whenever simulate any circuit Multisim will do a punch of calculations and will stored the temporary data to a temp folder. The location is set in OS environmental variables and you can view the path by going to Control PanelàSystemàAdvanceàEnvironmental Variables Temp and TMP is the path that you want to look at. Your screen shot indicate a permission problem do you know if you have privilege to write to this folder? You can check by navigating to:
C:\Documents and Settings\user profile\Local Settings\Temp
Right click on the Temp folder and select Properties, select the security tab to view the permission.