Yep, just to reiterate, Windows Vista and Windows 7 consider the C:\Program Files directory (and C:\Program Files (x86)) protected space. Modern software applications know this and know to ask the OS for increased privileges to be able to modify this space. An old application like IL-2 or the file expanders they use for the patch distribution don't... so they get a write error because they aren't allowed to modify this space.
I moved IL-2 to C:\Games and that sorts out all of these problems. IL-2 isn't the only one. I have a half dozen older games that just don't work in Program Files anymore. It's really not a big deal but you have to be aware of it in the first place.
Just move it... you'll be fine