Is the UAC the damn thing that always ask if you want to allow a program to continue? Cause' I've been wanting to try to find a way to turn that off if that's what that isjoppe_k said:Hm. Stalker tries to store its setting and saves in a folder under Users (on Vista) something like STALKER-SHOC under "All Users" unless I'm mistaken. There must be an issue with write permissions to that folder. Try turning off UAC in Vista to see if that help. If it helps, then try turning it on again once the folders have been correctly created.
I'm using Vista and never had such a problem, but I have never been using the user access control.