First off, make sure you are running as Admin--this should have all the permissions by default and <should> typically resolve it if the problem is simple write restrictions. Right-click your shortcut and select to Run as Admin to do this. If it does resolve it, then you can edit the properties of the short cut (right-click, select properties, click the advanced button on the shortcut tab, and check the box to run as administrator, and apply). If running as Admin doesn't resolve it, you can set the permissions on the character folder and objects in it to allow full control:
Right-click the FFXIV_CHR folder and select properties. Go to the Security tab. You should see entries there for System, your Windows User Name, and the Administrators group. Highlight each one by clicking on it and verify that each one has all permissions allowed for that folder. If not, you will want to click to edit them and set the check marks appropriately and save the changes (if in this dialogue you get prompted to apply to sub-folders and such, answer to apply it to them). After verifying each user has proper permissions, click the Advanced button. In the lower left corner there will be a check box for enabling these permissions to all child objects. Put a check in the box and click the Apply button. This should mirror the permissions assigned on that folder to everything inside it.
It is possible if this is getting reset that you have some issues with either your hard drive or the file system. Running a chkdsk with the /f switch to auto-fix the drive should help resolve such issues:
http://www.howtogeek.com/howto/windo...windows-vista/
Note the guide was originally written for Vista, but the process is pretty much the same, although the screens may look a bit different in the Windows side--but the DOS prompt exmaples are pretty much unchanged if I remember right. Note that using the /R switch checks for bad clusters and attempts data recovery if it finds weak sectors---it can take a long time. Usually all that is needed is the /F switch--it checks for security descriptor errors, file entry mismatches, etc. that commonly lead to file access issues. If it happens frequently or things are seriously knackered up, then you definitely want to run with the /R for the attempted recovery of weak sectors.