You should never have editable data files within the ProgramFiles folder, and doing it can cause various problems - such as the one you are getting, which is caused by virtualisation (which hides one aspect of badly written programs, and helps them work on Windows Vista/7). It is rather unfortunate that VB6 in its default configuration shows that folder for Save As etc, as many people have saved things there without thinking it through.

What I would recommend is to open VB and get the folder listed in the one of the dialogs (open/save/etc), then within that dialog right-click on a folder name, and select "Explore" or "Open". You should then get an Explorer window that contains the files, which you can then copy to a 'proper' location (such as your Documents folder).