Just got a support issue on this and the solution was confirmed :

"Can you try installing the game to a directory that is not in c:\program files or c:\program files(x86).
I would suggest a simple directory such as c:\games\Beyond divinity\.

This could be the issue since windows 7 administers User Account Control on program files directory and the game needs to write there.
Please also right click on the exe in the installed directory and select run as administrator when you try to run the game the first time.

Please let us know if that fixes the issue."