I've come across this problem before... It was because I was running the server_wizard.bat from inside a subdirectory of C:\Program Files (x86)\ and so, it won't let you create/edit server_autoconfigured.bat . So, I tried running it "as administrator" but for some reason it tried to run it from C:\Windows\System32\ or some such system directory, so, i solved the problem by creating a new directory C:\Games\ and I installed AC in there ran everything from there, and then, everything worked fine :D
NOTE: I'm running Windows 7, so, this applies to Win7 only (and maybe Vista?), and also, this might have just been my specific computer messing up, not a problem with windows itself, so it might not be a problem on other computers nor fix them...
NOTE: I'm running Windows 7, so, this applies to Win7 only (and maybe Vista?), and also, this might have just been my specific computer messing up, not a problem with windows itself, so it might not be a problem on other computers nor fix them...