I've just tried this, and the directory is still marked "read only". Strange thing is, all my directories are marked in this fashion (I just checked for comparitive purposes, not a clue why this is so) and no other game/program gives me saving grief like BD does.
By the way: I check this by selecting the directory/file and selecting characteristics in the right-click menu. "read only" is marked by a green square in a tick-box. I have never seen green squares in tick boxes before, what is going on here? (I have Windows xp)