Sorry to hear you are having trouble.
For some people, we have seen that permissions for the 'My Games' directory have changed after a Windows 10 upgrade (fresh Windows 10 installs would not have the issue). If you have recently upgraded to Windows 10, and your game will not load \ save \ save your settings changes, please download and run the following:
http://sd.stardock.com/Support/PermFixer.zip
if that fails, manually check \ change the permissions for the My Games' directory:
http://sd.stardock.com/sean/JingImages/2015-09-23_1547.png
If they are already set to 'Full Control' for your account, change it to something else, 'Apply', then change it back to full control.
Try to run \ save. Please let me know if this worked and if you were, or were not, already at 'Full Control'. Above all else, make sure your account has 'Write' permissions.