Trying to save an Audacity Project as an Audio File

I am using Audacity 2.1.2. which Windows 10 and any help on the following would be very much appreciated, as I have followed the steps in the tutorials, without success.

I have recorded and tried to save by using Export Audio (my project is currently saved as an .aup file.) When I try to save my project using Export Audio, a screen comes up reading EXPORT AUDIO
c:\Program Files(x86)\Audacity\my project name.wav
“You don’t have permission to save in this location.
Contact the administrator to obtain permission.”

I have not used any characters in the naming of my project prohibited by Audacity.

Am I missing any steps? If you could walk me through this step-by-step, with any additional advice, I would be grateful.

Thank you.

Try saving your sound file to the desktop and then move it where you want it from there. Audacity is trying to save your work to the same place it puts the actual Audacity program. The system may not like that.