Hi C.yiannaki,
You can solve the “access to path” error by going to the menu option File->Settings and change your “Dukascopy store location” to a folder that is not protected by Windows such as your Documents folder (eg. C:UsersDocumentsTickdata).
As for the “timed out” error, please make sure you are not trying to download too much at a time and that your internet connection is working. You can ‘Test’ the Dukascopy connection in the settings screen mentioned above.
Hope this helps.