There is too many possibilities on why this is happening. A bit more information about the location of the file is could prove useful.
Okay firstly see if the file gw.dat is on 'read only' by right clicking the file and choosing properties and if it is on 'read only' untick it.
My other guess is that Vista is somehow blocking the file through account control so secondly try to run Gw.exe as administrator by right clicking the file and choosing that option.
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