May be this:
http://www.askdavetaylor.com/why_is_...read_only.html
Short explaination: Old Windows XP installations had My Documents as read only (??), but Windows didn't care about folder rights. With SP2 it cares about folder rights, so you need to fix it yourself.
Should probably not install into My Documents, by default Graal v4 installs into the normal programs folder.