Hi Elargo,
From our FAQ (viewtopic.php?f=2&t=613):
Q. I am getting the error “Access to the path denied” when exporting.
A. This is caused by Windows denying Tickstory access to the folder where it needs to store its downloaded tick data. To resolve this, go to File->Settings and specify a “Dukascopy Store Folder” that has general write permissions. For example, create a folder called “Tickdata” in your Documents and then specify C:UserDocumentsTickdata as the storage folder location.
This should resolve the issue you mention so hopefully you’re up-and-running shortly.
Regards.