It depends on the application.. In general, admin accounts have full access to write to most system folders, "Program Files", etc. while uses accounts are limited to their own "C:\Users\\[username]" folder. When you install an application, it should ask you whether you want it installed for "every user" or just for that one user, and that may then modify where it saves its' files/configuration by default.
If you installed the program as one user, and tried to access it as another, you may be trying to save to the wrong users' "Documents" folder. Your user should already have access to their own "Documents" folder.. So I'd check where exactly it is trying to save files.
Bookmarks